Congratulations on beating the main quest! Did you know the game isn't finished yet? Check the very bottom left of map you'll see a purple marker which opens the "evil quest".
Now to answer your questions:
0 - What is like to have a raised dragon? What does he do? Is he a spell specific to a class or not?
---- The dragon is a baby dragon, it's a powerful helper. All classes can use it.
1 - I've got Thunder, Ice, Fire, Wind Blades of Corusc, what element and where is the last one? What do i win when i trade the blades? And do i win something when i trade all of them?
-- You were missing the Holy Avenger. It's in Drex's hideout, if you capture him. If he escapes, it won't be there. Make sure you bring a gold key. When you trade all 5 swords, you the the Vorpal Blade - which has a chance to kill any enemy, including bosses, in one hit.
What is the ultimate spell? (the one you make trading beholder eye, horn of black dragon...) and where is this dragon?
--- Meteor Storm spell. Talk to the bard Spoony in Grabford Inn, he talks about the Black Dragon. It's at the left side of map at the top of the forest.
The last mission with Foxfingers is indeed the only that you make when trading discloker with him? Because he kept telling me : meet me at that place, even when i finished that mission.
---- There's a marker near Fortress of Fangs, for the Eye of Vecna quest.
The other structures of the map really is not acessible? I saw a floating castle, a very large rock near Velve Forest
---- Unless a quest marker appeared, then no
