If I upgrade from OpenWRT, do I need to re-config all the setting?
For all practical purposes, you can consider LEDE as the next version of OpenWrt, and expect as much trouble going from OpenWrt to LEDE than getting from one version of OpenWrt to another one. There will probably be some package whose configuration file needs some tweaking after the upgrade, but the vast majority of settings are exactly the same.
That very much depends on your device and the OpenWrt version you are upgrading from. Some devices and configurations didn't change much, especially between somewhat recent OpenWrt versions and LEDE, but some changed quite a bit.
Honestly, I know it is a pain, but personally, I would back up configuration files and selectively transfer/copy&paste the changes back to a freshly installed LEDE.
Thanks for reply, today, I upgrade from OpenWRT snapshot to LEDE 17.01.2, everything works fine 
and the following packages work without changing setting
- luci-app-sqm
- luci-app-ddns
- luci-app-wol
- openvpn-openssl
- luci-app-openvpn
- openssh-sftp-server