I installed the IIR DMA interrupt handler on ADSP-SC58x, but still the interrupt doesn't occur, what I may be missing?

The IIR interrupt is edge sensitive. Both for ARM and SHARC cores, you need to configure the IIR interrupt as edge sensitive in the SEC (SHARC) and GIC (ARM). The following code can be used for this purpose:

For GIC:

adi_gic_ConfigInt(INTR_IIR0_DMA, ADI_GIC_INT_EDGE_SENSITIVE, 0);

For SEC:

adi_sec_EnableEdgeSense(INTR_IIR0_DMA, true);