Can anyone teach me how to create a channel? Please... thank you in advance.

Have a look at this thread to start you off.

/join #channame

I've registered my channel, now how can I create bots that will manage the channel when Im logout? Thank you guys...

Btw, im using dalnet...

/help identifiers
/help /msg
/help custom aliases

I don't think he meant mIRC bots because when he logs out[i] the bot would [i]log out. Unless he meant Channel Agents, I've never actually used Dalnet so I don't know if they have a command to assign a bot into a channel. Try asking an IRCop about keeping the room open with a channel agent.

Read the info at DALnet's help documents page on ways to secure your channel. With chanserv, it really isnt necessary to run a bot. If you insist after reading that info, with an eggdrop bot you would need to pay someone for a *nix shell to run it on, and learn TCL in order to manage the bot. A mIRC bot is easier, but you would need a connection thats up 24/7 or there wouldnt be much point.
eggies: try http://www.egghelp.org/
mIRCbot: try http://www.mishscript.de/help/mircbot.htm

What should I send the undernet to register my channel?

You said it was registered.

I'm not familiar with Undernet's procedures, check their web page

Every network has their own policies and procedures, when you have network specific questions, the best place to find answers is on their websites

It was registered at DALnet, I want to have a channel at Undernet, registering in the former was a breezed, the problem here is don't know how to register my nick and my channel to undernet.

Did you check Undernet's web page like ParaBrat suggested? You may be better off posting to the Undernet forum.