I am non resident artist with J2 visa (less than 6 month in the USA). Should I have to pay taxes and what type for my paintings created and sold in USA?

May I assume you have applied for and gotten a work permit, prior to selling any of the paintings.

Thank You for answer, Fr Chuck! Should I apply for work permit in case of self employment?

Assuming you did NOT get the permit, your selling of the paintings violates the conditions of your J-2 visa. You need to rectify that oversight.

Eden without the permit, you need to report the income and expenses on Schedule C and file the return using Form 1040NR.