How to enable vim X11 feature on OSX10.10? I want to use  set clipboard="unnamedplus" in my vim, which requires X11 feature.

But I searched a bit on google.
Which only mentions that Apple has removed X11 from their recently releases of OSX.
But there is no tutorial about how to install it on OSX.
Especially no info about how to enable X11 feature in a vim on OSX.

How to do that?
You are correct that Apple no longer provides X11 in OS X. They now recommend you download and install XQuartz instead. Recent versions of OS X will actually prompt you to install XQuartz when they detect you're trying to run an application that requires X11, but the detection isn't foolproof so sometimes you just have to install it manually.

Not sure about your vim question specifically, but I would guess if you run vim in an xterm after you've installed XQuartz, any X11 features should work as intended.