Units are pretty much abstract, you can use any scale you want. The only thing that is in actual meters is gravity, if you're working in other unit you should change it.
so, isn't there a way to change this globaly or even on the physics? e.g. I'm using 1 unit -> 1 milimeter I'd like Unity had a unity to just change cm, m,... other
There's no need. If you want to use cm or yards, just treat the numbers as if they were. The only place you need to change, as I said, is the gravity value in your project settings.
Because of floating point imprecision, it is not really advisable doing that. You can treat everything like that. But you need to change the gravity and calculate your own math like that. But you need to be especially aware that if you treat 1 unit = 1 millimeter, you can't have vast distances in the same context. Around 50000 unit the physics, movement and even positioning start to break down. So choose carefully.