It is possible to bake normals as bump map (gray image)?
If is so, how to do that?
just bake to ‘displacement’ to get a grayscale map as opposed to RGB
If you need a more detailed explanation feel free to ask again.
like this?
http://wiki.blender.org/index.php/Manual/Bump_and_Normal_Maps
But greyscale?
oops simultneous post
Could you give step by step example of doing that (displacement)?
It’s pretty simple. In the Render buttons window (F10), go to the Bake panel, select Displacement, bake. 
That’s correct, but first you have to UV unwrap your object and assign an image to your UV coordinates in the UV editor window.