Hi guys) My question is can I solder this flexible jumper (female - bare wire) to an Arduino pin? Will it work properly because I think that this bare wire is too small for soldering and I don't know it would work or not? (Example in the picture) I hope you understand my question. Thanks.
You can solder the wire to a pad on the Arduino if you want but it would be a good idea to provide some mechanical support for the wire at the board, such as hot glue, otherwise it will flex and break very easily
Why do you want to do this and what is your experience at soldering ? Which soldering iron do you have ?
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May I suggest that header pins are soldered to the MCU. On the proto board solder in a header pin connector then plug the MCU into the header socket. Then, on the underside of the header socket you solder the wires for connections.
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The question itself is a bit "bare". I don't think it is practical to connect only one jumper wire to a bare board! 
One surprising question is whether you can actually solder that "jumper" wire at all once you have cut it. Many of the recent ones from Wuhan apparently use aluminium wire which you simply cannot solder even though they are passably useful (but you really need to test them first) with the crimped connections.
Now soldering connections is useful in a final design where the wires will never be moved, but for experimentation and development, as UKHeliBob points out, considerable skill/ experience is needed to make durable soldered connections to a PCB with flexible wire.
Rather than going into all the detail (including the hot melt glue), the better advice is to use a system developed for the purpose of experimentation, which means soldering "header" pins to the board and mounting it either in a "solderless breadboard", an "expansion shield" or a "screwshield".
You have however picked the correct board for experimentation, the Nano.
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