I remember my first time flashing the N9 i had to use all the files that show in the added picture. My doubt is what are they and what's their use? (Now flashing only needs 2 files)

you need only 2 files

Thanks Coderus, i realized that only needed 2 files when i had to flash my N9. My doubt is, what are (were) those other files used for?

Some customization for carriers I guess .
Like, sim-locking the phone, add / remove some features / apps and so.

N9 like N900 had no any simlocks iirc

It's hard to believe, but you are wrong coderus that time. I bought few n900 and n9, and some of them(both 16gb n9 and n900 were simlocked to Orange (I got Orange, while my wife Plus GSM, so it's easy to check). Some auctions with n9/n900 also mentions PlusGSM dimlock, but never bought one of them.
I even think that at least 1/3 (if not 1/2) of n9 and n900 in Poland is simlocked to Orange, because in my country phones are usually bought on contract or second hand, and main provider for both phones were Orange(which similary to T-Mobile[and unlike Plus] nearly always gives phones with simlock.

Its a diferene between sim-lock and net-lock
Sim-Lock only one specific sim can be used
Net-Lock only one specific provider can be used

I have also an 16Gb N9 with netlock

No, network lock is one of the levels of sim lock
A sim lock can be to fx
Country
Provider
Or even groups

See more here https://en.m.wikipedia.org/wiki/SIM_lock

anyone who cant help me to find my firmware for my nokia n9 059J240?