A friend of mine remove every fuse from under the dash and under my hood in my 2005 Volkswagen Jetta since then the car will start and immediately cuts off but can I do

There is no single fuse for the anti-theft, the immobilzer is part of the programming of several computer modules vital to the car, such as the engine control module, ignition module, etc. If those have power then so does the "anti theft" system. Make sure you have the master transponder key and remote that the car is mated to. Hopefully your "friend" didn't do any damage to the wire harness, especially under the dash or column area as that can certainly cause anti theft issues. You would likely see a rapid flashing red light on the dash when the anti theft is activated.