Where could i change the message "registration on the way" after click on the button register?
see picture where i click and the message should show.
You want a message to show as soon as you click the button or are you referring to the successful registration message displayed after registration form submits? If you're meaning the successful registration message then you'll need to review your CB language files as it's a language string. You can find your language files at the below location.
components/com_comprofiler/plugin/language/
How could i avoid to get the moderator emails?
Edit your user within CB > User Management and set your self to not receive moderator emails.