Well,
after hours researching about this I found what the problem was.
There is an ISAPI filter on
IIS -> Default Web Site
that was redirecting request to another place.
I got this by enabling httpErrors to DetailedMode:
C:\Windows\System32\inetsrv>appcmd.exe set config "Default Web Site" /section:httpErrors /errorMode:Detailed
Then, when I entered to /adfs/ls/idpinitiatedsignon.aspx
, ISS throwed this screen: Http Error 403.18 - Forbidden
For more information about this, I would recomenend to see throbleshoot ISS errors like a pro
So, what I did was to remove that filter at
IIS -> Default Web Site -> ISAPI Filters
and it finally worked :)
Thanks @admdrew and @Vladimir for your help.