Is possible to read the memory from my phone (S6) in recovery mode? I have a problem with my Samsung S6, it restart continuously in a loop, I can see the home screen and interact with it but only for 5 or 10 seconds before it boot again.    

I think the only solution is to reset the phone, but I want to backup my data first.
I can enter to recovery mode, and also download mode, is possible to make some backup from there?   

I have tried connecting my phone in recovery mode and "adb devices" returns empty, I can see the device connected only in sideload mode (Apply Update from ADB)    

My phone is not root
You cannot get access to your data through stock recovery. Stock recoveries are designed to format the data and cache, and flash OTA updates. Offering shell access through recovery is a risk to user's privacy so it is naturally avoided.

That said, I had noticed in the past some low-end MTK chipset devices' stock recovery offering (could be in encryption unsupported devices only) an option to backup user data. But even that backup is stored inside phone's storage which presumes that the user can boot into Android normally and get hold of it. 

In short, you need to look elsewhere to get hold of your data. Stock recovery is no good here.