I have download latest source.
Am I must to change default hard-coded 9 nodes and default ports 9001,9030 only?
How much nodes should I setup around the world for small group of confederates?
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You can use the DirServer configuration option to point at your own directory authorities. The man page describes what the arguments are.
A good way to learn about how to run your own network is to use Chutney to set up a small network on your local machine and look at how the configuration is done there. Beware that Chutney sets configuration option TestingTorNetwork which makes the network less secure. You might not want that on your own network with real traffic.
The anonymity of a Tor network is partly a function of the number of relays -- more relays give better anonymity. The number and type of users are other factors.