Thank you very much for the answer but I think I didn't understand well... so..
- I open the dxf in qElettrotech basket random
- command + a
- I don't understand here, in which menu should I click ''explode''? and then save it externally in elmt?
There are different kinds of DXF files, like R12, R14, 2000, 2010, and more. "AutoCAD 2000/LT" or "R12" are older formats that can be used by most programs, so try saving your DXF in those instead when you export from Illustrator.