How I insert two different commands in the Agent? Whenever I place two or more commands of action in the Agent, it executes only the first one.

Agent cannot execute two or more commands simultaneously. If you place more than one METHOD command in the list of actions, then your action sequence will be recorded to agent's FIFO command buffer (First In - First Out) and will be played consequently one by one (in case there will be no artificial breaks) and each action takes some time to be executed. Be aware also that all actions are started from Idle state, i.e. agent should return to Idle state after each action (it can be made automatically or manually). Anyway, agents are not very simple persons to manipulate them [:)].

In the truth I perceived that when publishing a course in CD or Scorm 1.2, all action programmed for the Agent does not occur.

Perhaps you had opened more than one browser window with agents. In this case agents do not work in both windows (this is limitation of Flash to run-time connection).
The same thing may happen if active content is not allowed to run from local computer or CD (IE, for example, has these settings disallowed by default).