I am beginig with Mac OS X Server
Welcome.
I use ARD (Apple Remote Desktop) in my classroom and i know that ARD can "Power On " all computers, but this function is only for Servers or is possible to Turn it on the computers.
I'll presume the goal here is a full hardware remote power-down, or a full remote power-up?
When i try to do, the ARD says "Remote Desktop can only power on computer that support Lights Out Management."
While you can shut down boxes remotely, what I expect you're considering here is known by various names including Wake on LAN (WoL). [Here|http://discussions.apple.com/thread.jspa?messageID=9387085] is a discussion of WoL. WoL works fine; toss a Magic Packet at the box, and off the box should boot from sleep (rather than power-off).
Ok the second questions is, what is exactly Lights Out Management, is a software or hardware, is supported for all Apple computers or only X Server?
[TA24506|http://support.apple.com/kb/TA24506] describes the Lights Out Management (LOM), and the LOM hardware is a feature of Xserve servers.
[HT2773|http://support.apple.com/kb/HT2773] describes the LOM configuration process.
LOM is low-level hardware, firmware, and software. The LOM hardware is available as a feature of Xserve servers, and is presently not available in other Mac systems.
I have tried to look for any answer in google but the info is no clear, all links refers to X Server but i don't understand anything!
Understanding is a three-edged sword; wait, whoops, sorry, wrong quote... 🙂 Mac OS X Server has a substantial [documentation set|http://www.apple.com/server/macosx/resources/documentation.html], and the various hardware systems have documentation for the devices. (It's a whole lot of reading, yes, and as we've all discovered. Useful, too.)
ps: Please consider new thread(s) for your questions.