The best approach is to write a class that defines your object (see Learning > Objects).  That's essentially what a MovieClip is in Flash, after all...

You might also find some of the Learning > Topics useful (e.g. BouncyBubbles).

It's a little different of Flash because the objects can't be controled individually, in this case to moviment an object I need redraw the others object in the scene. Right?

Yes...  In Processing you need to do a bit more work since you have to explicitly re-draw the object in its given location at each frame.  There are some potential workarounds: e.g. drawing to a buffer image and updating this when an object moves; but I'm not sure how efficient that is compared to handling and re-drawing each object at each frame...  And depending on your knowledge of OOP you can make your life a lot easier by writing a base class that handles things like position and motion for all your objects and then inherit this class to customise them further.