Well my question is simple i guess, just i want know, is possible obtain helium only from the space? for example, just collect it with a special chamber? maybe this is stupid, but is this possible? or we need go to the moon and get it from there?
That's how the Helium-3 on the Moon ended up there in the first place.
After billions of years of exposure to the solar wind, the surface has a few parts per billion of accumulated He-3.
You hypothetical space collectors extracting He-3 from the solar wind aren't operating at that sort of timescale. The solar wind contains a few thousand atoms per litre, and a vanishingly small portion of those atoms are He-3. You can count the individual atoms as they arrive, making this a very very inefficient collection strategy.