Is it possible to connect a Router (TP-Link TD-W8960NB) with a Access Point (TL-WA501G) by WiFi (not by cat* cable)?
There is a technology called Wireless Distribution System http://en.wikipedia.org/wiki/Wireless_Distribution_System.
I don't think your specific router model has any custom firmware that can be flashed for WDS support.
Normally users would flash a different router firmware on to their router such as DD-WRT or Tomato, which would "unlock" WDS support.
I think what your suggesting is possible without trying alternative firmware (DD-WRT, etc.) Although I could be wrong.
According to the manual for the TD-W8960NB WDS is possible with that model. Page 78 on the user manual has some more details.
For the TL-WA501G I suggest having a look at the following link.