what is the problem? do you have "empty vector" as result? Do you use sticky or blunt end ligation?

I first try pCRblunt vector (invitrogen) and ligate 3kb PCR product in it with a blunt end ligation, but no colonies found after transformation. And then try to double digest both pET22b vector and PCR products and do sticky end ligation again, still no results.

"try pCRblunt vector "> do you mean with this that you used ready from Invitrogen>linear plasmid ready for blunt end ligation?

If so it is likely that the linear vector is dephosphorylated to prevent self ligation. If doing PCR you use primers that are not 5'P than your product bill not be phosphorylated as well. Modified primers are way more expensive. You can simply phosphorylate the PCR product T4 PNK or use blunting kit (NEB) with dNTPs to phosphorylate your PCR amplified fragment. For ligation you need one of the fragments to be 5'P (phosphorylated)

I would search posts at RG for this subject, it has been covered in detail in the past including the controls that need to be done to trouble shoot your experiment. You could also contact New England Biolabs, they have a rapid ligation mix that might help with the longer insert.

Since there are no colonies at all, I would guess that something went wrong with your transformation. You should check the antibiotic you use, DNA concentration and if your cells are competent (make a positive control while transforming an empty closed pET22b vector). After that you might change your ligation strategy.