The message means that you are accessing the array somewhere in your code and that the compiler cannot find where it has been declared

Add the following line before the adir()

local laDir[1]
 >lnFiles = ADIR(laDir, '&mRutaXML\*.xml')

I think the following will work as well

external array laDir

 >lnFiles = ADIR(laDir, '&mRutaXML\*.xml')

>Code in my application
>
>lnFiles = ADIR(laDir, '&mRutaXML\*.xml')
>
>
>When build a exe file:
> Unable to find unknown LADIR Loctae, Ignore, Ignore all, Cancel