I hava a big form and when a user fill it I need to create a new user in Wordpress from there.
Its posible to create and user from the frontend and add some custom information?
Yes, yes you can.
The relevant functions to do this are:
wp_create_userCreates a user given a user/pass/email
wp_insert_userCreates or updates a user given user/pass/email
add_user_metaAdds User Meta ( same as Post Meta/Custom fields but for users rather than posts )
You'll find examples on how to use those functions, and links to more possibly relevant functions. Use these functions in your form handling code on submission, make sure to escape all values entered.
Or if you're looking for a top to bottom tutorial you can check out this one: http://www.cozmoslabs.com/1012-wordpress-user-registration-template-and-custom-user-profile-fields/
There are also plugins that solve this problem.