Set Surface names
 

I'm quite new in ICEM, so i'v been try set name to surface, creating part to each surface. But, when i export mesh to CFX the names disappear. So, how could i fix this?

Only mesh generated on the geometrical surface could be recognized as the specified name, i.e, no mesh, no surface in cfx. Are you sure the surfaces are meshed?
On the other hand, named surface would be displayed in the 2D primitives list, and it won't come out automatically. You need to create boundaries manually, and the names are there to be selected.