Sophos UTM 9 and Network definition question

Do you have an own DNS-Server?

Yes I have

The you should define your host there and then you refer to that entries from your Network/Host object on the Firewall

I did define on the DNS Server, but I descripted, the client machine is getting different IP Adress and my application cannot work if IP address is changed, So how can I create a Network definition as DNS Host? I can add on the UTM 9 under "Network definitions" a Host and put there one IP Address. 

The Gateway (=firewall) cannot force the client to use a specific IP address for a host, if you don't use it as your DNS-Server.

Or I completely misunderstand your request...

exactly that what I want. But I can add there one Host and one IP. My client machines, getting three or more IPs (LAN,WLAN, VPN)

How can I add all the IP address there? 

Use an object like this and define the three A-records on your internal DNS-Server

I think, the solution you send me, is not so what I want. I don't want to add any A records on the DNS server. Because the DNS record were deleted on the DNS Server, if the IP address on the client machine is changed

What are you trying to solve?

Sounds like you want to establish some kind of "secure" application access only from specific systems.

If so, you shouldn't rely on dynamic IP adresses, instead you should use DNS names like I already suggested.

These could have different IP-addresses depending on the network you are in. This is done by "views" in BIND.