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How can I link a body from a file to a difrent file, mantining the relation to the original one?
Like in Unigrafics NX
In SolidWorks these are referred to as external references. If you have multiple bodies in a single part, go into the "solid bodies" folder. Right click on one of the bodies and choose insert into new part. This will give you a part without a feature history, but by default this will refer back to the original part. When you modify the body in the original part, the file with the single body will update.
Also if the original part is lost... these file will be of no use... because they reflect the original part.
In brief add relation. Use split feature. Then create assembly using those split entities.