I was read the Sun's java3d tutorial, and I have this doubt. The problem is that I have to create a solid by a simple polygon, revolutionizing this in one axis, and my idea is create more polygons to forme it. but I don't know how to add this polygons to scene, cause all examples that I saw only change some property of the object, but never add one to scene.
Im not sure what you are trying to do, but Ill answer your question without understanding why you want it answered
In order to add polygons indvidually to a live scebne graph, each group of polygoins you want to add need to be wrapped in their own Shape3D.
The Shape3D should be the child of its own BranchGroup node. That branch group may be inserted into a live graph IF the node where you are instering it into has the capabiltyi bit set to alow it to have children added.
See BranchGroup for more information: http://java.sun.com/products/java-media/3D/forDevelopers/J3D_1_2_API/j3dapi/javax/media/j3d/BranchGroup.html