How can I connect two bones, an IK solver bone and a target bone? Where I can find a button, a meniu or something to connect two bones?
In edit mode in F9, top-righe button in the bone settings “Co”(nnect), then just to the left choose the bone you want to connect it to from the menu.
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You don’t “connect” a solver bone and a target bone. When you make one bone into a solver, it automatically follows the target everywhere. You can parent the target bone lower down the chain of bones if you like but even that isn’t always necessary.
If you’re still using 2.37, take a look at this thread
https://blenderartists.org/forum/viewtopic.php?t=33060&start=0
and look at the part on page one where Gabio sets up a chain of around 6 bones then sets IK on them. I don’t recommend doing the whole character rig part of the tutorial becase it is now considered the “old way”. When you update to 2.4 you can do the tutorials for that version instead.
I saw “the skinny guy_jump” example. Same problem: target bones are moving around the screen…
Maybe I can obtain a smaller distance between the IK solver and the target bone. That dote line between the bones, to be smaller…
Skinny Guy Jump’s IKTargets have Actions, that’s why they move.
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For me it’s more simple, I don’t make animations, I make 3D illustrations 
In Edit mode select the “IK_Bone” and in the menu in F9 in the ‘Armature Bones’ tab where it says “Arm-Bone” just select the blank space so that it’s not connected to any other bones. That’s in 2.37.
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