Depends on if it's a freewheel or a freehub design. For a freewheel you need the appropriate freewheel puller. For a freehub you need a splined lockring tool.

Freehub. When gearing inevitably wears out, with the freehub you only change out the gears (cogs or cogset). With the freewheel you replace the entire assembly, including the ratcheting mechanism and bearings. OTOH freewheel assemblies can be found rather cheap, so the economy of of it isn't that clear-cut. A more definite reason is that freewheels leave more of the axle unsupported, (the bearing is located closer to the centre of the hub) which makes freewheel wheels more prone to broken and bent axles if you want to run 7-8 speeds.

Sounds like your freewheel/freehub is broken/gummed up and needs servicing or replacement.

In my wheelset (fulcrum redmetal 3) you need an 5mm Allen key and an 17mm wrench

it was untighten clockwise (not anti clockwise as usual)

Either you've unknowingly bought a fixie, which is meant to work like that. Or your freewheel/freehub is broken/gummed up and needs servicing or replacement.