Did you apply your lens flare to a null layer? You can't do that. Null layers don't render.
Apply your lens flare to a black solid and set the layer blending mode to screen or add.
You are jumping too far ahead of yourself. You really need to start here before you go any further. It will help you avoid frustrations (like this one) and it will save you lots of wasted time.
thx for the link.
I tried with solid before, but the only thing is that my text is now behind the new background, so I can,t see what I'm doing. I can put a lens flare, but I don't know how to make it follow my red line without having a new background.
I watched some tutorial on youtube, but it doesn't help me very much.
This is such a basic skill and the question is asked so often that I took a minute and made a very quick tutorial that shows how to set up a black solid, change the blend mode to screen, and add a lens flair. Give this a try: