Hi Evgeny Erlihman,
To use the SMA you need to rotate the 10 pF capacitor in C8 to the location of C7 as indicated in section 3.1. RF circuit in the FRDM-KW41Z Freedom Development Board User's Guide.
For your second question, you are correct. You can change the value of the mAdvertisingDefaultTxPower_c and mConnectionDefaultTxPower_c to 31 to achieve the maximum TX power level.
These macros are used inside the Controller_TaskInit() function to set the power level.
Controller_SetTxPowerLevel(mAdvertisingDefaultTxPower_c, gAdvTxChannel_c);
Controller_SetTxPowerLevel(mConnectionDefaultTxPower_c, gConnTxChannel_c);
Regards,
Gerardo