I finally configured my RFC - XI - RFC async scenario.
If I go to SXMB_MONI the message is processes OK, the mapping is OK too because I can see the output payload data in the technical routing tab.
But, the destination RFC must change a DataBase table in the his R3 server and it didn't happened so something is wrong.
How can I know where is the problem? It looks like XI runs fine, then I think the problem is in R3 destination. How can I check if the RFC has been called?