I wonder if anybody can explain to me how does this photo has taken and what is the name of this style photographing. Thanks in Advance

UPDATE : Please help me DSLR setting , too. I have Canon EOS 700D (Rebel T5i)
The style very much reminds me of the Dutch painter Johannes Vermeer's Girl with a Pearl Earring:
The head scarf and subject positioning are very similar. The lighting is very similar as well.
It appears to me that the lighting is coming from slightly above and to the left. You can tell this by the fact that the shadows from the model's chin and visible arm are falling below and to the right of the face and arm. I'm not an expert at lighting, so I'm not sure about this, but the lack of harsh shadows on the back of the subject's head might indicate some bounce light, or perhaps a fill light? I don't see overlapping shadows, so maybe I'm wrong about that and the light is a little more centered than I thought. (Notice how in the Vermeer painting the subject's shoulder is pretty dark.)
You can learn a lot by studying classic works by visual artists from a variety of different fields including painting, film photography, cinema, and even animation. Many of the decisions made by these artists have similar reasons for being made, and have similar outcomes. Vermeer didn't have studio lights, but he obviously knew that style of lighting illuminated his subjects in a flattering way. The same is true today!