I found solution through https://forums.unrealengine.com/t/note-see-reference-to-class-template-instantiation-tarray-being-compiled/349351/2.
Solution :
TMap<int32, TDoubleLinkedList<int32>*> newMap;
newMap.Add(1, new TDoubleLinkedList<int32>());
I think also that wrapping TDoubleLinkedList by smart pointer is possible.