Question

How to create a small form into a view equal to the one highlighted in red in WPF/XAML

edit

and how to link when i create the new Option on press the button OK updates the Options and select this new option

Answer 1

Use a Popup

<Popup Name="Popup" PlacementTarget="{Binding ElementName=AddButton}" 
                       StaysOpen="False">
                    ... Add content here ...
                </Popup>