I'm using an Arduino pro mini with a Oled screen, everything is working fine but I want to solder the screen to the board.
In order to don't use wires I would like to solder the screen direct on the board, of course the 4 pins that I have in the screen are not aligned in the board. Is it possible to reassign the pins of an Arduino?
In case that is not possible, it is be possible to connect by software two pins like if they were connected by a wire?
No on both fronts. The AVR micros do not allow arbitrary remapping of pins, and you can't "connect" two pins in software - you can do it for crude cases, but not if you're using the pins for special functions (like I2C - I assume you're talking about one of those little I2C OLED screens.). I2C is on A4 and A5, not any other pins.
An alternate approach would be to use SoftWireM to get software I2C ports, which could be on any pins, but then you'd need to modify the OLED screen library to work with SoftWireM instead of Wire.