1. It is preferable to connect the H8000fw with the aes or with the adat port, to an another sound card ?
Depends on what you want to do. Note that ADAT is limited beyond 48K, but only needs one "cable." Many consider FireWire to be a better choice.
2. What is the best for the quality of effects (aes or adat) ?
They are both digital, so should be the same at 48K or below.
3. Is it preferable to use the H8000fw in insert or in auxiliary for a track ?
Depends on what you are using and what you want to do … insert is often more useful if your DAW software allows it.