which is the aperture (f/9, f/11, etc..) where a peculiar lens perform better ?
This one is pretty easy but time consuming. Set up a good test target and capture images under good lighting with the camera and lens tripod mounted and perpendicular to the target. Capture images across the range of apertures of the lens and then compare outputs at 1:1 pixel view (100% zoom in a tool like Photoshop or Lightroom) and make notes on which aperture allows you to resolve the most target detail. Here's a decent set of printable targets for those that don't want to buy targets with good discussion on testing techniques:
http://www.bobatkins.com/photography/technical/lens_sharpness.html
which is the best or the higher overexposure compatible with a certain camera (sensor) to be used in case of ETTR technic?
This is really subject and lighting dependent and much less dependent on a particular camera or sensor. IOW, you'd use different amounts of exposure compensation for differently toned subjects against differently toned backgrounds under bright light vs shady or diffused light conditions. There's not one exposure compensation value that works for a given camera in all situations even if following an ETTR approach. On an individual basis the question is how much if any exposure compensation can you dial in that avoids hard clipping the highlights which you can estimate by looking at the in-camera histogram and blinkies but since that relies on the in-camera jpeg embedded in a raw file it's best to process some images under different conditions to see how much extra exposure latitude you might have when shooting raw vs jpeg.
Time and experience are your best bets here though you could set up a lot of test scenes with dark subjects on bright backgrounds, bright subjects on dark backgrounds and light them directly, with diffused light, shooting into shadows and the like and then process the raw files under different exposure comp conditions with different metering approaches (e.g. center weighted, spot, matrix) to start to develop a feel for when and how to use exposure comp to achieve the outcome you're after. There's not a simple one time test to figure this all out as it's a big subject and exposing well in changing conditions is part of the learned craft of photography.
does you camera ( sensor) works at ISO invariance and in which ISO range?
You can get a pretty good idea of the ISO invariant range (if any) in a camera design by looking at the Dynamic Range curves for your camera over on PhotonstoPhotos.
https://www.photonstophotos.net/Charts/PDR.htm The portions of the curve that are linear are generally ISO invariant or close to it. The sections where there are sharp bends in the curve or distinct jumps up or down in the DR curves are definitely not ISO invariant. But you can also test this by shooting images at proper exposure (e..g. zero exposure comp metered on a gray card) and then shoot images under or over exposed by a certain number of stops or fractional stops and then pull up the exposure by the same number of stops in post processing. If your images can be developed to the same brightness and without introducing excess noise or other artifacts when they were under exposed by a number of stops and then had their exposure raised by the same number of stops in post then the camera is ISO invariant for all practical purposes across that range of settings.
IOW, shoot a properly exposed photo and then a series under exposed by say 1, 2, 3,4 and 5 stops. Process those photos adding back the number of stops by raising the exposure slider an equal amount and then compare the resulting images under close inspection checking brightness, contrast, detail and noise in the shadow areas to see if they are the same or if there are visible differences. If they are for all practical purposes the same then the camera is ISO invariant across the tested range. To get the most consistent results it's best to run this test with the camera set up in Manual Exposure mode and change ISO during the intentional exposure changes or shoot Manual/Auto ISO and dial in exposure compensation but when checking for ISO invariance it's best to only change ISO and keep aperture and shutter speed the same as you're really testing whether ISO changes in-camera are the same as ISO changes in post.
any other feature / characteristics of a certain camera / lens which is important to know to improve our shots
Lot's of other photographic attributes that can be tested like appropriate shutter speeds for stopping or intentionally blurring motion or appropriate apertures at given subject and background distances for single or multiple subjects to achieve background blur and separation or to achieve acceptable DoF to keep eyes in multiple subjects sharp. Another good thing to test for a particular camera is the highest ISO that yields acceptable results (acceptably low noise) given your post processing workflow. All of these take time and paying attention to what works and what doesn't work as well but can be sped up by doing some dedicated testing.
I've always liked Moose Peterson's teddy bear testing where you take a couple of stuffed animals (he advocated a white and black or dark teddy bear) and place them in different configurations against different backgrounds under different lighting conditions (e.g. direct front light, side light, backlight, full shade, partial shade, etc.) and start experimenting with exposure, best focus, different apertures for DoF reasons, different focal length lenses shot from different distances, etc. Stuffed animals with glass eyes are great as they do a good job of simulating the real eyes on actual animals that we generally want to keep tack sharp and their fur detail is another good indicator of sharpness in the captured images. You can learn a lot by doing a bunch of these testing sessions in your yard on days you can't get out to find actual wildlife and can speed up the learning curve.
Similarly some time at a place with lots of fast moving subjects (Gulls are great practice subjects) can be great to figure out things like panning techniques and best shutter speeds for panning with different subjects to stop motion but to get a pleasant background blur.
That can all be done under natural lighting or all of it can be repeated when using one or more flash units which is a learning and experimentation process unto itself where some testing can really speed up the learning curve.
If you're mostly interested in equipment and not technique testing then some time over at Photography Life
https://photographylife.com can show you what kinds of tests are typically performed to evaluate equipment and then some Googling can show you ways to perform some of those tests without a dedicated and expensive optical bench.
