Hello
 
I have a problem, when i draw in 3D, X,Y axis, i can´t draw in the Z direction. i think i can remember some way to change the direction on the marker, but dont remember how.
 
Marker = "drawing cross"

The "marker" or "drawing cross" wouldn't happen to be your crosshairs would it?To draw on a plane other than X/Y it is necessary to change the orientation of your UCS.  Do you have the UCSicon turned on?

Yes it is turned on

In the PC version of AutoCAD 2011 the UCS icon can be reoriented via the keyboard, the Coordinates Panel on the Home tab (Ribbon), and the Coordinates Panel on the View tab.  I can't speak for the Mac version.

The problem is, i can only draw lines sideways, not up and down

To draw a line vertically you would have to reorient your UCS then select one of the standard views AutoCAD provides (unless you need something different).  Those views are Top, Bottom, Left, Right, Front, Back and the four standard isometric views (SE, NE, SW and NW).Personally I prefer the SE isometric view so I can better see both my horizontal and vertical lines.