Hi Vitor Pessoa,
You are most likely working with the version 2014 of the software, which was the very first version of MIKE HYDRO River, and which was not able to edit boundaries from the map. You can check the installed version from the menu Help \ About MIKE Zero...
If you instead use the 2016 or the 2017 version, then you can see the "Boundaries" ribbon as soon as you create a new MIKE HYDRO file.
Best regards,
Mathieu