managing the audio files

Is it possible to indicate to P5 to only save this part and not all the audio recording ?

Sure. There are a few ways to do this.

Right-click on the audio file, and enable 'Groove-Clip Looping'. Then, as you approach the front or back end of the clip, your mouse cursor will change to a boxy-looking icon with a directional arrow. Left-click and hold, and you can drag the boundaries of the pattern file in either direction. This process is non-destructive. Your complete audio file is still "hiding" underneath.

If you want to trim the audio file permanently, make the edits listed above until you're satisfied, then go to the Edit menu, and select 'Bounce to Track'.

Another method involves using a third-party audio editor, yet from within Project5. These range from freeware (Audacity), to shareware (GoldWave), to relatively inexpensive (Sound Forge Audio Studio), on up to professional audio applications. Any of these will do the basic audio chores.

You install any of those audio applications first, and then configure the Properties from within Project5's Inspector / Editor. When it comes time to 'trim and crop' an audio file, you launch the 3rd-party audio editor from within Project5. Once edited, save the audio file in the outside application, and Project5 will ask you if you want the newly-edited file to be reloaded in place of the unedited version.

Hithere, what you suggest works, however, it's just a section of a big audio file.
Somehow, I have the feeling that P5 works a lot more smoothly when I bounce small section of rather heavy audio files to track, instead of splitting clips, and keeping a part of big clips.

I don't know, I guess P5 loads the whole file in the RAM or anything, using more resources...

B, I haven't used P5 in a while, I know this works with midi clips, and I'm pretty sure it works in Sonar, but can't you split a clip, then choose "bounce selected clips" to turn them into a new audio file?

if it's possible, once you moved the "start" and "end" of pattern in the track pane, and you want to keep only that part, you can split what you kept into two sections, to be able to bounce it to clip afterwards. then go into the browser, and select "delete unused files" to completely remove the parts you didn't need.