Not sure i undrestand you correctly but for connectable undirected advertising, scan request is an allowable pdu.
Thanks for reply, my question is that how to get a callback event when the device receive the scan-request message from TX, and I know that this process will be done in Link layer.
There is no callback for the scan request message.
The scan response is expected to be sent out almost immediately and so response is sent out automatically by the HW. Even if a callback was possible, the scan response would have been sent out many tens of microseconds before the callback can be invoked.