How can I know the directories used by an application I've been testing some dictionaries the last few days and right now I've my SDCard with plenty of directories with many MB of data that belongs to those dictionaries.
How can I find out for a particular application (may be other than a dictionary) the list of directories it's using?
You can't, unless the particular app provides a way.  The Android OS doesn't manage or keep track of where apps decide to write on the SD card.