When I start workflow advanced with any content and I update this content (allowing versioning), the workflow doesn't save the initial version with that I start it and I open the document from task-todo-dashlet and it open ever the last version.
Is there some posibiltiy to do the workflow work on not only the content's name but also the content's version?
Not by default. If you want to review the version at initiation time, you'll need to create a copy for review - this can be in the workflow (with script) or prior to launching the workflow (again, with script).
In WCM land, we support the notion of sandboxes, allowing isolated change sets to be sent for review.