Using Pro Micro without soldering pin I'm a total newbie. I bought a Pro Micro but I didn't know that it can't be used, if you don't solder things in his holes.
I found this picture on Google:

And it seems that exists those stuffs (green and white) to test the circuit before soldering.

Do you know where can I buy them? Or do you know their name?

Thanks.
Perhaps you are looking for items like these from from a well established seller adafruit.com.  However, what you are proposing is not cheap when compared to soldering.  I would recommend you learn soldering as it will likely be the way you want to assemble your final Arduino project.