They could be many JVMs per Operative system or it is only one JVM per Operative System ?
You can do either. You can run a JVM for each command, or you can use an application server to run your java applications. (You cna have more than one application server)
I also read that with "Runtime.exit()", we stop the execution of a JVM ?
This triggers the JVM to shutdown. The process does some work such as calling Shutdown Hooks after this is called.
i' m a bit confuse because i'have always thougth that JVM is a machine that never stop working,
It can be used that way. For example scala has a daemon compiler which is used to compile scala programs.
always awaken waiting to be called for example by the "java App.class".
When you run any program, (java or not) this always starts a new program. The only time this doesn't happen is for built in shell commands. e.g. set