My findings are:
As I said, I was using Windows 8 and apparently with an only charge cable. (Thanks @sterretje)
I got a very trashy Windows 10 computer and the arduino board worked with the @Grumpy_Mike 's suggestion (hold the button down and release)... I found the COM Port. and I was able to upload a blink sketch (little modifications in order to identify the new program) and... that´s been it.
By the way...after that I used the correct cable, the same trick in my Windows 8 and nothing happened...
I think I'll upgrade to W10.
Many thanks!