I've difficult to put more of one piece in assembly, I need take one the one and put in assembly.
After you start a new assembly, you should be able to go to "add part" and pick it from it's location. There is both an icon and a dialog box that open "add part".
Also - welcome to the forum!
Welcome to SOLIDWORKS forums Gonzalo.
Once you've inserted the part into an assembly, you can select and ctrl drag that part from feature tree or graphics area to create another instance i.e. adding one more part. If you're looking to add more than one part at the same time, you can drag drop them from window explorer into the active assembly or even from the insert part property manager.
You might also find this post helpful for your future reference.
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