How could I include another template on a click with ajax? I am a newbie with ajax and I have to display a template only when clicking on a button. This template is weighing and it will be on all pages, so I want to use ajax.

Someone can help me?
Primarily, this is a Javascript question, not a Craft CMS question. For the Javascript part of this, I would look for general AJAX tutorials or try searching on Stack Overflow.

But rather than downvote this question as being off-topic, here are some things to help on the Craft CMS side of things. 

You can create a template to generate a chuck of HTML you want to include in other pages. 

For example, if you create a file called:

/templates/includes/example.twig


You can access that from http://mysite.com/includes/example no matter if it's directly in a browser or thru an Ajax request from another page.

If you need to test wether a template is being accessed directly thru a browser or an Ajax request, you can test that with craft.app.request.isAjax:

{% if craft.app.request.isAjax %}
  Yep
{% else %}
  Nope
{% endif %}


If you'd rather have your Javascript deal with JSON data instead of a chuck of HTML code, you have a few options.

You can name a file with the .json extension and file-based routing will automatically serve that URL as the content type 'application/json'.

/templates/includes/example.json


Or you can use the Element API plugin. This is a much more performant solution, but require some PHP knowledge.