I went well. Just to avoid any confusion, let me in short explain the approach.
Previously I tried to get linuxcnc in LM18.1 with RTAI kernel without success. LM18.1 was installed on my Thinkpad X60 laptop. Therefore, I tried compiling kernel 4.9.4 RT on my desktop computer running with Ubuntu 16.04 (the same base for LM18.1).
Compiling went well, therefore I did installation on it. In addition compiling of linuxcnc 2.8 passed well, hence I installed it accordingly. Since I did not check "Full Preemptable Kernel" I had a huge figures in Latency Test. Then I started again compiling kernel, this time corrected. In the mean time, on my laptop, I did compiling of linuxcnc 2.7.8.
As soon as files for kernel and linuxcnc 2.7 were made I restarted comps. By pressing down left Shift, entering GRUB loader, I was selecting the latest generic kernels. Once operating system were up, I removed previously installed RT and RTAI kernels. Then installed new made. In Ubuntu no problems found, and in LM18.1 no problems found even kernel files were created in Ubuntu platform. Great! Again comps restarted.
Entering GRUB loader I was not able to select RT kernel neither on desktop, nor laptop, simply they are no in listed kernels. Decided to start comps with the up most kernels, in Terminal, by typing "uname -r" and "uname -a" I found both comps are in 4.9.4 rt2 kernel. Then in laptop I installed linuxcnc 2.7.8 and was able to run sim and real machine (files created by stepconfig) without any issue. Knowing laptop is not good candidate for CNC operation, it would be used only as simulator to the "real world". Contrary, my desktop computer with linuxcnc 2.8 installed run without any issue in simulation. Reported message before I got, regarding parallel port missing is true, I have not any parallel port on motherboard, not even any place where I could plugin an external parallel port card. Therefore, desktop would be used as simulator only for linuxcnc 2.8.
Coming back to the listed kernels. Running "grub-customizer" in Terminal, still I cannot see RT kernels installed at any of comps. Why? I don't know.
The important is, kernel made in one platform, could be installed in the other. Linuxcnc compiled in one platform, could be installed in the other.
cncnoob, tommy, andy Once again thanks for nice instruction and support.
Dejan (probamo)