I’m new on Auth0 and I want to know if there is any tutorial on how to create an authentication based on username and password?
You should check one of the quickstarts, for example, the Angular one will show you how to integrate authentication to the client application by leveraging the hosted login page. Ensuring that users can only authenticate through username/password credentials specific to your service would be a matter of configuration only. In particular, you would only enable a database connection for the client application in question which would mean you would have a username and password authentication system.