my circuit is 36 Watt it means that my input current is about 3 Amper. irf640n is a 200v, 11Amper and 125 Watt transistor and i use a heat seank. Am i have a meastake in choseing the transistor.

The input power, therefore the current, will be higher than the output power, as there will be losses. No form of energy conversion is 100% efficient.

how can i understand that my inductor is saturated or not

If the inductor is saturating the current will suddenly rise and it will heat up, as the inductance will drop dramatically. Measure the input current, first with no load, then slowly increase the load current. Assuming everything else is equal, the input current should be roughly proportional to the output current. If the input current dramatically rises, after an increase in load current, then the inductor is reaching saturation.

What parameters depend on the saturation of the inductor?

The core material of the inductor and the number of amps*turns.