selection

how can I select the exact point I stop or pause during a listening?

You shouldn’t be setting label points (Audacity doesn’t have Edit Markers) using live playback. Use the cursor on the blue waves to tell you approximately where the point is, Stop, drag-select around that point and zoom into it with Control-E. Play until you can tell where you and, stop and then zoom in again. Do that until you can see your label point in the spread-out blue waves.

Control-3 zooms out a little bit and Control-F zooms out full. I use those three a lot.

It’s also handy when you’re in that close to turn off Auto Scrolling.

Audacity > Edit > Preferences > Tracks > [_] Update Display… (de-select)

And no. Audacity will not scrub, either. Grab the cursor and play at any speed. That’s a feature request.

Koz

Set the label with Tracks > Add Label or maybe Control-B.

Koz

sorry but english is not my native language, i’m trying to learn how can i mark a start and stop point then select this frame and save it in a new audio file.

Use ‘Shift A’ to stop and move the cursor to the stop position.
‘[’ sets the selection start and ‘]’ the end. The playback won’t be stopped by these keys, use space instead.
Point labels on the fly ‘Ctrl M’, ‘Ctrl B’ is for already selected regions.
I never use pause (most actions are greyed out for this mode).

First you need to “Select” the audio that you want in the new file.
There are several ways to do that. The easiest way if you use a mouse, is to click and drag along the waveform. See here for other ways to select audio: Audacity Manual
Then use “File > Export Selection”
More details about exporting files here: Audacity Manual