Whats it does really happends if my mavic lose contact with the remote controler? Does it ALWAYS assume the return home mode? Do I have to configure something before? Thanks guys

3 options 1 land 2 rth 3 hover your choice but cannot be changed after take off i don't think

By default i think its RTH.

The Failsafe RTH will work if the home point was successfully recorded and the compass is functioning. Normally, failsafe RTH will be automatically activated if the remote signal is lost for a specified amount of time (3 seconds when using the remote controller) The process can be overridden by the pilot once the RC manage to establish the connection again to the drone. Please keep us posted in any case you need our help. Thank you.

See Page 13 of the Mavic Pro Manual.  All RTH conditions are defined including the loss-of-signal failsafe.  The manual has lots of good information like this for new owners.