1. where? how?

2. no...

I need in user profile a link to his created artists.

there's no such option, you will need to code this customly (you are coding many things yourself, it is logical that this custom function that you want for your custom system is not built...)

Which variable is responsible for this option:
Music Collection configuration > Permission > Frontend users can only add albums by artists they created?

$params->get('add_albums_own_artists')

SOLUTION as user's profile LINK, not menu item:

<?php 
$db = JFactory::getDBO();
$query = ' SELECT id,artist_name FROM #__muscol_artists ';
$db->setQuery( $query );
$artist_list = $db->loadObjectList();

for ($i=0, $n=count($artist_list);$i < $n; $i++) {
    $row = $artist_list[$i];
	
    if ($row->artist_name == JFactory::getUser()->name) {
    $id = $row->id;		
    }
} 
?>
<a href="/<?php echo JRoute::_('index.php?option=com_muscol&view=artist&id='. $id);?>">
            <span class="icon-user"></span><?php echo JText::_('Artist profile');?></a>