Hi!
I’m have a problem: if i’m tryning to build it with ant 1.8 this display:
BUILD FAILED
Target "default" does not exist in the project "jME3-SDK".
I’m prone to assume you’ve made an error somewhere when you refer to jME3 as “JDK3” 
Can you link to the tutorial you’ve been following? Unless you have some specific reason to build the SDK yourself, I recommend you just download the default distribution and continue with the beginner tutorials from there.
do ant build, then ant run