Now,this page primas_vehiculos.php it's localized in design/base/, here I create to folder manually called "PrimasVehiculos", and I can't to make that works
Appears this error Kernel(20) Module not found
In eZ installation every page is called through index.php, that's the way eZ works. So when you call your link index.php is executed instead of your PHP script end it gives you Module not found error. If you want't to call a PHP script you have to put it somewhere outside your eZ installation.
I think there also exsists a user contrinution somwehere on eZ site that allows you to call php scripts. Check it out in the Contrib section of ez.no.
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Nothing is impossible. Not if you can imagine it!
More elegant will be move code from primas_vehiculos.php to custom eZ publish module. This is also php script but code is executed every time when you accessing www.example.com/mymodule/view. You can connect to external database (Oracle in your case) using PHP functions, results you can present using eZ publish template language for example:
More about writing custom eZ publish modules you can read here: