Well, searching this forum I've found many answer to my problem, none of them help me =(
I'm updating a theme and find the problema tha they didn't used the "Featured Image" for thumbnail, instead they used a Custom Field (meta_key) called "post_image" image.
This thumbnail it seems (I really don't know) that haven't been uploaded for posts, instead it seems that they use to upload the images separete from the post, copied the link to this custom field and voilá.
Now, what I want to do is grab this meta_key and change it to the featured image. So, for what I read in the forum, I have to run this in the mysql.
UPDATE wp_postmeta SET meta_key = REPLACE ( meta_key, 'post_image', '_wp_attached_file' );
But nothing happend.
I put everything back to normal with my backup now.. but nothing. I tried the plugins Auto Featured Image and Auto Post Thumbnail. Nothing.