Walys 1 - When update to 1.0 Stable Version. Flarum can be installed in a shared server with a simple install (as a similar Wordpress system by example) ?
Even beyond version 1 you would do best getting a hosting provider that offers shared hosting with composer/ssh support. Installing (and updating) flarum is usually a straightforward method of running a couple of commands.
A fully independent installer is planned for beyond stable, but won't be available soon.
2 - Need private message in the forum. I view that have external extension but I read that anyone working at the moment. In the Flarum roadmap have this details in the base code to working without extension?
There already are a couple of private message extensions available. A bundled extension authored by the core team was planned, but I'm unsure that still makes sense for the long run. We have to revisit that decision when we look at our roadmap again. But first stable.
3 - Flarum have the possibility to mark a threat private (only for registered users) with "+HD" or "+prv" or something else in the title?
Not by default, but someone could help you get this implemented using a ModelObserver and/or custom extension. Best is to open a request for help under the services tag.