Build a lightning detector

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And the antenne puts in the 3pins connector?

No those are for the 1-wire (data and data ground) and earth wire. You must have a good connection to an earthing ground stake.

And what kind of material can i make the antenne?

I used about 6 or 8 copper wire strands about 40 cm long in my design, but a single wire should work just as well. It solders to a point at the top of the PCB. Others have a used a radio telephone type antenna with good results.