Ok, I serached the manual and didn´t find it in any place. I will explain my point before I ask.

Example 1:

XX
XX

Y

The squares of XX are World´s Finnest and Y is an common character with range. I can attack the red square of World´s Finnest due the character doesn´t blocks the line of fire to itself.

Example 2:

BBBB
BBBB
BBBB

Y

The squares of BBBB are blocking terrain and Y is an common character with range. I can´t destroy the red B due the line of fire is blocked.

Example 3:

BBBB
BBBB
BBBY

The squares of BBBB are blocking terrain and Y is an common character with range. I can´t destroy the red B with a ranged attack due the line of fire is blocked.

Can I do a closed combat attack to the red square due the adjacency and the terrain has a continuous line around? It In other words, The line that determines the type of terrain is around the terrain and the manual says that the adjascent squares of terrain are contiuous terrain, so the terrain don´t blocks the close combat attack against itself.

The manual speaks specifically about the terrain to blocks the line of fire, and block the adjacency in this case:

XB
BY

The characters X and Y are not adjacent. But says nothing about this example 3.

Someone helps?

The same rules that prevent X and Y from being adjacent prevent Y from being adjancet to B in your 3rd example. And without adjacency, you can't have a close combat attack.

The rules that prevent X and Y from being adjacent are applied due the terrain is diferent. If you consult the rulebook it speaks in continuous terrain. So the 2 Bs in 4th example are continuous and diferent from the same type of terrain in 3rd example.

Page 5: "Squares are not adjacent if they are on
the opposite sides of terrain that blocks movement
(see Terrain, p.11)."

Page 13: "MOVEMENT THROUGH
INTERSECTION POINTS
Whenever a character would move diagonally through
an intersection point between four squares on a
map, whether by their own movement or movement
forced upon them by other characters, treat the point
as the least restrictive of the two squares that touch
that point not along the path of movement. Include
all relevant game effects, such as characters and
objects occupying those squares, in determining
whether each square acts as clear, hindering, or
blocking terrain for movement purposes."

The boundary line has nothing to do with it.

You have two "things" on either side of two squares which block movement, so they are not adjacent. As they are not adjacent, there can be no close combat.