How to detect a special char in string and modify this special word?

Perhaps simply:

str = string.Join(" ", str.Split()
                          .Select(w => w.StartsWith("@") ? "%" + w + "%" : w));

You need to add using system.Linq; at the top since the argument to String.Join is a LINQ query. String.Split without argument splits by white-spaces which includes spaces, new-lines and tabs. At the end the Join will concat all with a space which means that you don't retain possible new-line or tab-characters.

However, the query itself does following, str.Split() returns all "words". Enumerable.Select projects a string which is either the orginal string (if the word doesn't start with @) or a new string which is wrapped by %.

Update if you want to retain the separator if they are at the beginning or at the end of words and don't want them to be wrapped also as in:

@abc.  --> wrong:  %@abc.% correct: %@abc%.

The you could use following method:

static readonly HashSet<char> WordSeparators = new HashSet<char> { ',', '.', '!', '?', ';', ':', ' ', '-', '/', '\\', '[', ']', '(', ')', '<', '>', '"', '\'' };

static string WrapWithIfStartsWith(string input, string startsWith, string wrap, StringComparison comparison = StringComparison.CurrentCulture)
{
    if (string.IsNullOrEmpty(input) || !input.StartsWith(startsWith, comparison))
        return input;
    else if(input.Length == 1)
        return string.Format("{1}{0}{1}", input, wrap);

    char first = input.First();
    char last = input.Last();
    bool firstIsSeparator = WordSeparators.Contains(first);
    bool lastIsSeparator = WordSeparators.Contains(last);
    if (firstIsSeparator && lastIsSeparator)
        return string.Format("{0}{1}{2}{1}{3}",
            first, wrap, input.Substring(1, input.Length - 2), last);
    else if (firstIsSeparator && !lastIsSeparator)
        return string.Format("{0}{1}{2}{1}",
             first, wrap, input.Substring(1));
    else if (!firstIsSeparator && lastIsSeparator)
        return string.Format("{0}{1}{0}{2}",
            wrap, input.Remove(input.Length - 1), last);
    else
        return string.Format("{1}{0}{1}", input, wrap);
}

Now it's simple as:

string str = "blabalbal blabal @abc.";
str = string.Join(" ", str.Split().Select(w => WrapWithIfStartsWith(w,"@","%")));