How to replace a material with other?
It depends on how you’ve applied the material and what other material you want to replace it with.
Shift A will replace all the same textures in the model? even the ones inside components and groups?
No. Shift with the Paint Bucket repaits all connect faces in the same context.
so what command or way to replace all the same colors?
Material Replacer is a great plugin for this task. It’s become one of my favorites.