If I have bacteria diluted in water and I centrifuge at max speed for 15-30 min, it is possible that I break the walls so the DNA can scape and I do not get any DNA pellet? or should I get it as a pellet everything togheter (lipids, proteins..) even if the mixure is just bacteria diluted in water?
Not with bench centrifuges. Bacteria have cell wall and are rather small. This gives the cell wall alot of strength. I am not even sure that ultra centrifuges would work.
What you will likely get is a cell pellet. If you want DNA, pellet the cell and either go for direct PCR or sequencing. Or use a DNA extraction kit to obtain the DNA you want.