After the discovery all the devices.
With wich module I must start to configure CWLMS 2.6. After the discovery all the devices.
It's up to you. Typically, most customers want to get RME up and running first. RME handles your configuration archive, inventory, software management, and syslogs. By default, RME will auto-manage all devices in DCR, so once they're discovered, you should have inventory collection already done. The next step will be to go to Common Services > Device and Credentials > Device Management, and edit the device credentials to add telnet/SSH credentials and SNMP read-write credentials. Once that's done, you'll be able to archive configs in RME.
All of this and more is outlined in the LMS 2.6 deployment whitepaper at http://www.cisco.com/en/US/prod/collateral/netmgtsw/ps6504/ps6528/ps2425/prod_white_paper0900aecd805441cd.pdf . Go through that guide, and you should be good to go on getting started with LMS.