How I do to make the player follow an npc ? I mean so that he stops if the player is not following by close ...

With a package and a scene I assume.

http://www.creationkit.com/Scene
http://www.creationkit.com/Packages

A little bit of scripting is probably also needed.

You're looking for an Escort package. I'm not sure what you'd need a scene or any scripting for, though.