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Hi guys, I have a question for you about brush strokes, in particular about Highlighting and Shading:
To Highlight or Shade a model, I have to do the brush strokes in the direction where I want to Highlight / Shade, with the brush perpendicular to the surface?
Or the brush stroke has to start from the highlight / shade point?
I also saw another method, maybe this method it used to this last " method " that i said, that do the brush strokes from the point where I want the color that I have on the brush to the opposite point, moving the brush left and right and going down...

You're actually asking a surprisingly complicated question, that encompasses brush position (using the point, or side of a brush) stroke direction (how the paint is spread), brush load, and paint mix (how much paint is in the brush, how thin it is - pressure on the brush adjusts how fast it will flood out, usually you want an even spread, with the mix just for tweaking opacity (like with glazes)).

Highlighting normally takes one of two main types;

A 'hard' or 'edge' highlight (used to accentuate outline shape strongly).
Usually on an open (exposed) edge you use the side of the brush. On a non-exposed edge such as a panel line use the point). Direction is along the edge. Mix is usually fairly thick (nice and opaque). Result is a very thin line right along the edge.

A 'soft' or 'gradient' highlight (used to exagerate a surface).
Several methods for this; Starting with my favourite:

Wet Glaze layering (also 2 brush blend):
With pretty thin paint apply a broad, strong highlight (fair bit of paint going down) where the edge is strongest, paint on the surface (not with the side of the brush). Quickly remove excess paint from the brush and put a second stroke further into the surface (this softens the highlight in and is the reason you need to work quite wet). Repeat. Do NOT work back (you will destroy the gradient). This works well with a glaze medium / drying retarder, wet palette, oils etc. Does not work so well in warm, dry conditions - you need the paint to stay wet long enough to work. This can also be done with a DAMP (not sopping wet) second brush (or very quickly clean your main one.

Standard Layering:
With pretty thin paint apply with strokes heading in the direction of highlight. Very little paint on the brush, and a reasonably broad application (wedge brushes are good for large flat areas). Each layer should be almost completely transparent. Don't work too much at a time, allow each layer to dry a little (hairdryer is handy). Slower than the above, but far easier to control.

Wet blending:
With fairly opaque paint with a good long dry time (retarder is useful) apply the target colours for the gradient at both ends over a nice solid midtone basecoat. Bring the paint into contact with horizontal strokes working in opposite directions from each colour. Far harder to explain than it is to do, and it's tricky to do.

If you have a specific set of targets for a gradient, you can break up the work of glazing by painting it in stripes - each approximately 1/4 the width of the overall gradient.

All of the methods for soft highlights above can be used to get a pretty much indistinguishable result, the first is a bit rougher though, but it's fast, making it good for tabletop army minis.

For a beginner what do you suggest to do?
The first or the second one?
To see if i understand:
The first one is simply apply a " stroke " of a highlight's color and than clean the brush and pull the color down in the area where i DON'T want to see it...
The second one is to work with a very thin paint but, in this situation, i have to pull the color where i want the highlight...
Right?

Depends, you'll learn the first by doing the second to some extent; I'd suggest you go with the second, pulling colour towards where you want it and letting each layer dry.
It teaches brush control, gives you experience with thinning the paint sufficiently, and it's more forgiving - you just need to allow each layer to dry - they're very thin indeed (as in applied thinly, as well as the paint being pretty thin) so they dry fast.

Edit: Just practice - there's nothing like pushing or pulling paint around to teach how paint gets pushed and pulled.