Edit > Color settings (we use this setting from Bridge for syncro).
Color Settings is an application preference—you are setting the color preferences for new documents. So changing the Working Spaces in Color Settings will only affect existing documents if they have no color profile assigned (i.e., the Color Management Policies were set to Off when the document was created). If you want to change a document's profile you have to do it via Edit > Assign or Convert to Profile...
1) if i draw a frame filled cyan swatch, this color have the profile color that i set in the color settings?
All native colors are assigned the document's profile (see Edit > Assign profiles...). The assigned profile isn't necessarily the same as the current Color Setting's working space
2) if i import graphic with or without icc profile the assignment will be only when i export pdf, is it correct?
If an imported CMYK graphic has no profile embedded, or the document's CMYK policy is Off or Preserve Numbers (Ignore Linked Profiles), it will be assigned the document's profile.
When you export a PDF, the Output settings tab determines whether colors will be converted or profiles will be included.