Dubravko e Chelsea, thank you both for the answers.
Chelsea, in this project I have 3 .mxd files, and I run the code trying to open all of them. In all cases, the FeatureClass returned null for all layers.
Dubravko, I found the DataSourceType as "SDE Feature Class" inside the Source tab (Properties window) insde ArcMap. The line on the code, if (pFeatureLayer.DataSourceType == "SDE Feature Class"), works fine.
I wonder if the problem is in the first layer, which is a GroupLayer in all 3 .mxd. So I try to run not testing this top layer, but all others fails too. In examples I found in documentation, there is no treatment to this, the FeatureClass is callled just as I do in the code. Does it might be a configuration in Visual Studio? Just a guess...
Thanks again. Your help is still needed.