What are all possible semantic roles of direct object in English? also is there any dictionary which tells us about semantic role of direct object for transitive verbs?
Unfortunately the first question is not something that linguists agree on. You can see chap. 2 of Levin and Rappaport Hovav's book Argument Realization (Cambridge University Press 2005) for a survey of some proposals. Basically, no one can agree on how many roles is enough, or too much. And after all, maybe it's not too important to have an exact set that everyone agrees on.
I don't think a dictionary of the type you are looking for exists, but the works discussing a proposed set of semantic roles will usually include a large number of examples illustrating the semantic differences between different verb senses (a verb itself doesn't have stable roles, only senses of the verb).