When and where for the first time people were able to construct a device to apply the air force to the water?

No one really knows for sure. The earliest documents showing a wind mill used for pumping water are from the middle east in the 8th century which isn't one of your answers. But, it is believed that there were wind mills in China over 2500 years ago which is very likely. That would place it several centuries before any of your answers. So, I would suggest the correct answer is none of the above or nobody knows for sure.