Thank you so much, but then I have some more new questions
I have to explode the house shape, right?
What difference does it make intersect faces with selection instead of model?
is it normal to have to delete some edges like these ones?
**Edit:**if someone confirm I have to delete some extra edges, I noticed there is a faster way, I can select from left to right the whole window, then I can exclude the window from the selection and delete everything else.
Not necessarily. You can double click into the group and intersect the geometry with the model. This will keep your house geometry separate from the door/window geometry.
Intersect with selection will only intersect with selected geometry while Model will intersect with ANY surfaces that cross the geometry.
You are seeing the result of the hidden lines that make your smooth geometry. I would recommend turning on hidden geometry when you clean up so you get rid of the hidden lines that are being trimmed by the intersect command.