How do I show in the home page the facets shown in the product page? I'm working on the http://drupal.org/project/commerce_kickstart distribution.

You can see that the products pages shows the search facets: http://demo.commerceguys.com/ck/products

How do I do to show these facets in the First Sidebar of the front page?

If this can't be done, then I think theres a main part missing in this distribution.  

Imho the facets search in the products page are great but users are very used to see a main navigation in the left side of the home page, like: http://www.amazon.com/ , http://store.apple.com/us

How can I get this feature? Maybe there is module for this?

I've found this one http://drupal.org/project/commerce_catalog but it seems to be the placeholder for a project...
Facets are built inside blocks. Just go to the admin/structure/block and search for Facet API, click configure on the Facet you would like to display on the front page, scroll to the end of the page and you will see a section Visibility options > Pages and on the right a selection named Show this block under the following pages.

You just have to add the pages where you want the selected Facet API block to appear. For instance if you type collection/*, the Facet will appear under every collection for the user to filter.