1.Is it normal to have the two folders?
It depends on how many content revision u have selected to keep on SEPM
2.Is it normal that size of all updates are very important? (more that 4Gb) and the server crashed because there is no space disk.
If u decrease the number of content the size automatically decreases u can find out the idle value which will suit ur need and set the number of content revision to keep.
3.Is it possible to change the directory of all updates?
NO u cant change its will be default.
4.If I want to delete manually old updates from \Program Files\Symantec\Symantec Endpoint Protection Manager\Inetpub\content , and another liveupdate is launched,did it downloads updates delated?
Don't delete just change the setting SEPM will automatically delete the old ones.
This setting is available in
SEPM-->Admin-->Servers-->Local site--->Properties-->Liveupdate
Under Disk space management