1- Create a email on my relay server and send with my mail software (in forward, i use thunderbird)
to this mailbox for after start sa-learn ? but in forward, it's not a problems ?
You cannot use a normal inline forward. You must preserve the original headers.
I've never played with thunderbird's forward as a attachment feature, but you might be able to use that. In this situation you'd need to set up a script that strips off the attachment and feeds the attachment to sa-learn.
or
2- Put into my mail software all spams not detected into a folder, save it, sent by ftp to my relay
and after start sa-learn ?
That should work.