1) I have installed uddeIM PMS component, but I can´t get the little envelope icon into the forum (Kunema) underneath the profile picture

You need to configure the Private Message System plugin in CBs plugin management to use UddeIM 1.0. You need to then configure within Kunena on the Integrations tab for private messages to use Community Builder. You could also just select UddeIM instead.

2) Same troubles occured in Tab Management. I don´t know how to show the Tab Personal info (gender, age etc.) and I also need to get those little icons into Kunema forum underneath the picture.

You need to publish the tab if you want it shown. To show additional icons in Kunena you'll need to configure them from the Forum integration plugin in plugin management. Ensure Kunena is selected from the drop-down then select Beginner for the Sidebar type.

3) Where can I get all your extra tabs? Is it determined only for subscribe members?

What extra tabs? Most tabs like ProfileBook are created from documentation subscriber plugins. You can create new tabs directly in Tab Management where you can place new fields created in Field Management.