Cinder doesn't create iqn via tgtd

tgt-admin --update ???

Sorry, I'm going to need some more detail on what problem you're seeing here.

When I create a new volume all is all right from nova to LVM. My logical volume is create, but cinder call a tgt-admin --update for an iqn inexistant. So cinder or nova doesn't see this volume.
I also saw that no configuration is generated by cinder to tgt (tgtd is configured as the documentation said but directories of cinder and nova are desesperatly empty)

Which documentation page did you used ?

I noticed that some Cinder related install guides instructs you to install the "iscsitarget" package (that's the IET iSCSI target, instead of TGT) and enable it's user space components in "/etc/default/iscsitarget". When combined with the "cinder-volume" package, which (in Ubuntu 12.10) already depends on tgt by default, gives you two active iSCSI target daemons (yes, that's one to many).
In this case it's possible (and most likely) that the IET iSCSI target starts earlier than the TGT one and blocks the default iSCSI port (3260) that prevents TGT to successfully start. When this happens Cinder's tgt-admin commands are send to the active IET iSCSI target which doesn't work (IET & TGT are two completely different iSCSI frameworks). This doesn't effect LVM volume creation because these are separate calls from the tgt-admin ones, so volumes are created successfully as you stated.

Check if, and more important which iSCSI target daemon is active on your system

# ss -tuplen | grep 3260

It should show an active socket on tcp port 3260 with a tgtd process

If you're using Ubuntu 12.10 check if you have the package "iscsitarget" installed. Remove this and also the kernel module package "iscsitarget-dkms" if installed, after that restart all related OpenStack services or just reboot to be absolutely sure...

From a clean machine, if you need a full installation for cinder on one node, try this command: sudo apt-get install cinder-api cinder-scheduler cinder-volume python-cinderclient(use to run cinder command) tgt(iSCSI framwork, where to create the targets) open-iscsi(iscsi initiator, where VM can be launched).
Otherwise,
For c-api node, sudo apt-get install cinder-api cinder-scheduler python-cinderclient.
For c-vol node, sudo apt-get install cinder-volume tgt.