So, I found this insect today (during daylight) walking in the floor close to a window, I'd like to know if this is a kind of cockroach or what kind of insect can it be, please. Thank you for your help!
This is a termite and appears to have wings. This one likely flew indoors but there's a chance that the colony is in the structure of the house (see http://www.livingwithbugs.com/termite.html for an overview about termites and termite control). If you see more winged termites inside the house a professional inspection might be called for otherwise no treatment is needed.
I can answer questions in any area of entomology (study of insects, spiders, mites, ticks, and other terrestrial arthropods). Contact me about home and garden insects, insects that bite and sting, and insects that damage homes such as carpenter ants and termites.
20 years as university extension entomologist, now retired; currently publish a website about home and garden insects.
Publications see www.livingwithbugs.com/resume.html