>>I've tried already deleting and a message:"ERROR DELETING COLORS CANNOT DELETE A REFERENCED EPS COLOR" appears. I, by mistake, placed my eps file and pressed yes to accept the specifications of the EPS file. I deleted the file placed in a right way but cannot delete the color I've placed before.<<
I suggest you save the problem PM file with a new name. If you have deleted the EPS graphic that brought in a colour you cannot now delete, there is still a 'memory' in the PM file of that colour. So - save to a new name (or even overwrite the old name) and this will purge the memory of that EPS colour. Don't continue using 'save as'.
>>I can't understand why I don't have the options you told for the colors, I mean, which page they appear and printing colors separations is driving me crazy because I don't know what I am doing but I cannot print color separations at all.<<
Go to File>Print. On the right side there is a column of buttons marked 'Document', 'Setup', 'Options', 'Color' and 'Features'. Click on the 'Color' button. Half way down on the new dialog box there is a button marked 'Separations'. Click on it. This will activate the list of colours (in the Colors palette in your document) in the dialog box. You may need to scroll down the list to see all the colours. Click on each colour you wish to print the separation of, and then click the 'Print this ink' box. OR you can just click on the button to the right 'Print all inks' if you wish to print the separations of each.
If you click on the 'remove unused inks' and nothing is removed, it means that somewhere in your PM file that colour is being used. Do you have a colour called 'Auto' in the list of colours in the palette? This colour is introduced if you import text straight from Word or the internet. Click on it and drag it to the trash can and you will be asked something like 'do you want to change all items with this colour to black?' - say Yes.
You should then be able to print separations - even on a B&W printer, showing you where each colour in the colour palette (or for those inks you have chosen to print the seps of) occur in your document.
Final questions - are you on a PC or Mac? What sort of printers are you trying to print to?