I have bought sevral Zvezda 1:72 figure, these figures are really perfect.
But when I try to paint them, the color can't be adhere to the figures. The figures are so smooth.

Who can give me some advice on this ?

you may need to wash them with detergent to remove any old oil from the molds. Other than that perhaps a very light coat of primer like mr surfacer. or the fine tamiya grey. Best of luck!

Are they in the flexible vinyl type plastic like other manufacturers? If so, priming them will definitely help. And becareful once they're painted as the color tends to flake off when you accidentally bend the piece... I painted a lot of figs like that as a youngster...

Cheers!
Stefan