I dont remember how to create this option of image below , can someone help me ? because I need to make same that when I will create a case

HI Luan,

These are record types.

You woudl create them under set up> Object Manager> Case> Record Types.

You will need to first create 1 or several Support processes (what values of the Status field do you want available with each record type):

https://trailhead.salesforce.com/en/content/learn/projects/customize-a-salesforce-object/create-record-types

https://help.salesforce.com/articleView?id=sf.creating_record_types.htm&type=5