I need the key that enters the Winterhold University. Does anyone knows where i can find that key?

Much abliged.

Youll have to join the College.

good question....I joined the college early-game, but didn't get any key....the upper rooms (2 doors) are still locked to me ("requieres a key").

Do you mean the Archmage's quarters?
You will gain access to them during the questline.

The main gate cannot be picked, youll need to join the College to open that.

nope, Archmage's quarters are open to me...got my own room and stuff.

You can enter the Midden, there's a cave in the cliffs below the College, but it's a total biyatch to get up to, unless jumping up an icy slope for half an hour is your idea of fun.