Hi Ricardo,
When you are in Edit Mode, you are simply adding Vertices (and Edges and Faces) to the Mesh Object. (Add a Suzanne to the Default Cube in Edit Mode, and you’ll sitll only have a Cube Object, but with the combined Vertices of the Cube and the Monkey…)
When you are in Object Mode, you add a new Object (with those Vertices, Edges and Faces). (So you now have a Cube Object and a Monkey Object…)
I know, It’s confusing, but at some point in your 3D journey, it will click.