It uses the engine's coolant in the cylinder head's coolant space to heat the fuel.
There's a thermostat in there which allows warm fuel to bypass the heater. The fuel is heated to prevent waxing in the fine secondary filter. I suspect that in Barcelone, this part doesn't actually see much use.
There are only a few ways it can fai;
1) leaking coolant into the fuel - this would be quite obvious
2) leaking between the fuel and the outside of the heater - this would be quite dificult to track, as you would more likely get air in rather than fuel leaking out. To test, I would seal one port, and test under vacuum with a mityvac.
3) failure of the thermostat - I've never seen any specs for the thermostat or a reasonable test method.
>>if fuel is cold what's can happend in this case plz?
If the fuel gets too cold, it can wax up and block your fuel filters. Your engine would begin to lose power, and eventually might even cut out.
But, you're in Spain, and Summer is just around the corner - fuel waxing is not something for you to worry too much about! - to test your system, as a purely temporary measure, I don't see any technical problem - you'll have to make sure you're OK with respect to Spanish law though!