No alignment on the purpose of a working increment

First of all, do you use Scrum in your setup?

Team members do only their part of the job, for example front, back, testing etc,

Division of labour: individual team members are not supposed to help with everything; some are front-end developers, others are database experts, and yet others QA specialists. Some, and I underline some, may be in a position to help with other parts (ie, a tester assist with coding, if they were coders before -  a PO jump in to help with debugging, etc), but you shouldn't expect every single one of them to be cross-skilled and help with just about everything.

But you should expect - and have - a cross functional team, so that you're able to actually build something.

and thery often on daily scrum I hear: I,ve done my job, and I don’t have tasks any more, I don't want or I can’t to do someone else’s job and I'll do nothing. 

Their midset is probably leaning towards hostility (you'll have to find the reasons why), and teamwork is something they either don't appreciate or they just don't care. It's up to you to bring visibility and find out the causes, then elicit discussions towards resolution.

As a team, they should have the sprint goal in mind and work towards it. If it's been met, good. If not, look into what they could to to help out.

This being said, there's plenty they can do, ie:

• volunteer to help with testing (any testing)
• look at the top of the backlog (and check with PO) for work they can pick up, either stories or bugs
• think of ways to reduce their technical debt, perhaps doing some refactoring
• expand their technical or domain knowledge
• prepare (with the PO) for the sprint review
• relax
• etc

What should I do as scrum master if explanations and beliefs do not help.

Put as much transparency as you can over the waste which is being incurred. Explain to the team and management how waste can be reduced by having cross-skilled team members who go to whatever work they have planned, as and when it needs doing.

Find out who can provide sponsorship for change. In general, a sense of urgency needs to be established by senior managers. Also, since you have a specific problem, work with management on how to get cross-skilling into the personal development plans (or similar) of team members. It should be made clear that the organization cares about improving agile practice for better outcomes.