How to handle "unconnected pins" when they are apparently connected throught copper tracks?

The Menu Route > Connect then look at the Options fold out pane on the hand side of the screen (in 16.6 hover over the Options fold put panel). 

Eusv a couple of pointers.

As Steve has pointed out Cadence handles a little differently how pins, vias, etch is connected. To make things easier it can be helpful to have a clearer look at the canvas so the nets that are not connected are easy to see.

Here is a picture. "Turn Everything Off" leave pins and vias on. Go to "Setup Design Parameters" and uncheck filled pads. If the canvas is showing everything it can be hard to actually physically see connectivity issues. Change the ratsnest color to something really visible for example white so that the net shows up clearly.

When you have the display less cluttered look around to see how many nets need to have connectivity fixed. Next run a report "Dangling Lines Via Antenna Report".

The report will display showing the location of a problem with a line. In the picture you can see under "Dangling Line" the location of where the problem is. If you click on the location in the report the canvas will zoom and pan to where the issue is. The picture above shows that a net is not connected to the pin and this was derived from the report.

To fix such problems a handy way of doing that is with the slide command. Under the find filter check Clines, Clines Segs. This will allow you to move the etch so it snaps to a pin or via. Click the slide icon and work around the board
fixing the issues with the traces.

Maybe give this a try and see how it works for you. When you get everything fixed "Run a DRC Check"

All the best.

I have just realyzed what is happening there. I need help for solving this. Maybe you can say something useful, once again :). 

Tracks are making rare things because they are trying go from top track to bottom pads. But... how can it be possible that they are trying doing that way if my target symbols pads are on the TOP?

Well, this pcb design has same components on the top and on the bottom. Designer make them to be at the same coordinates. OK. So, bottom and top pads are often forming a pair pads stack from my point of view (or from this CAD point view), hence, if I throw a track segment from another one to my top symbol, CAD is prioritizing bottom pad target. So it is starting a conflict issue and program stops execution.

I reviewed my active class, also visibility. I have the etch top only activated at options tab and only top layer visible. 

How can the bottom symbols still visible and active? I can see how bottom tracks and bottom vias are turned off, but not happening with bottom symbols. Is it normal? how can I turn off bottom objects (symbols, symbol pads, etc)?