How I can put a block message

Hello… How I can put a Logo or message in the page that are blocked by the proxy…?

Change the RedirectUrl prop to your blocking page.

See: https://github.com/NethServer/nethserver-squidguard#configuration

You can also find an example of cgi here: https://github.com/NethServer/nethserver-squidguard/tree/master/root/var/www/cgi-bin