I've found the troubles, it was a combination of things.
First of all, I used Bridged Network in the VM-Ware configuration.
I started karaf with debug flag. It has enabled port 5005 for debugging. It is:
bin/karaf debug
My pom.xml was configured with debugger flags. Like:
<groupId>org.apache.maven.plugins</groupId>
<configuration>
...
<!-- Necessary in order for the debug levels to be considered-->
<debug>true</debug>
<debugLevel>lines,vars,source</debugLevel>
</configuration>
And the last thing, I had to stop the firewall. In my case was iptables, doing the following:
service iptables stop
Doing all above steps allows me to perform java remote debugging successfully.
Thanks all for the comments.