After trying some solutions, I've managed to solve the problem using the suggestion from https://www.mathworks.com/matlabcentral/answers/1590659-code-generation-information-file-does-not-exist
Basically you have to set the path from your Mathworks Workspace the same of your Simulink Model file saved.
So in my case MATLAB workspace path was
And I've saved the Simulink .slx file on the same path C:/Teste
And then it works like charm.
Thanks,