Hello,
Answers:
1) When i download the new version will have to run a special exe or directly from the setup that will have the new version will become the upgrade;
Once the Download of SEP 12.1 RU3 takes place, you would have to unzip the DVD and run the setup.exe to Migrate the SEPM from your earlier version.
Please follow the Best Practices to Migrate from the Earlier version of SEP 11.x to the SEP 12.1 RU3.
Best practices for upgrading to Symantec Endpoint Protection 12.1.x
http://www.symantec.com/docs/TECH163700
2) Will keep the policies i have in the current issue or i will have to create from scratch?
Yes, it would keep the same policies from your earlier SEPM.
3) Is any way to erase from the home tab some alerts that shows me?
Upon Migration, I don't think you would see the alerts which you had seen in the older version.
Secondly, I would suggest you to Migrate all the SEP client to the Latest version of SEP 12.1 RU3.
You may be interested in the below BLOG's which may assist you -
1) Latest Symantec Endpoint Protection Released - SEP 12.1.RU3
https://www-secure.symantec.com/connect/blogs/latest-symantec-endpoint-protection-released-sep-121ru3
2) What's new with Latest Symantec Endpoint Protection SEP 12.1.RU3
https://www-secure.symantec.com/connect/blogs/whats-new-latest-symantec-endpoint-protection-sep-121ru3
3) Knowledgebase Articles for Symantec Endpoint Protection 12.1. RU3
https://www-secure.symantec.com/connect/blogs/knowledgebase-articles-symantec-endpoint-protection-121-ru3
4) Knowledgebase Articles for Symantec Endpoint Protection SBE 12.1. RU3
https://www-secure.symantec.com/connect/blogs/knowledgebase-articles-symantec-endpoint-protection-sbe-121-ru3
Hope that helps!!!