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Since a while, I have a non-working Peter Pan machine. So, I decided to have a look to the motor and I just don’t understand: It looks like the spring, the barrel and the axle are “soldered “all together. Furthermore, looking in the hole on the barrel cover, it seems that the spring is either missing or fully wounded.
It’s a Thorens motor (may be number 37) and I’m not so familiar on how to open this barrel and, as well, afraid to do so if the spring is fully wounded.
Any idea on the issue and how to proceed?

Pull out the nail and take the cover off. Look inside.

I just put the nail to try to wind the spring but without result. the nail is moving freely and, when removed, all the other parts as well as the cover seem "frozen".

That cover should come off. Take out the nail and washer. Can you put a small screwdriver into the hole and pop the cover off. Try lightly tapping the shaft on the other side with a rubber mallet to loosen the cover. Run a blade around the perimeter of the cover to loosen any hardened grease.

Yes, that's the way. The barrel cover is installed by simple pressure, and that little hole is for inserting a suitable screwdriver and press to make the cover pop out. Be careful for in my experience these small Thorens springs are very strong, and difficult to reinstall, because they are tiny to grip, and because of the gear that is in the border of the barrel.

I just put the nail to try to wind the spring but without result. the nail is moving freely and, when removed, all the other parts as well as the cover seem "frozen"

It sounds like the spring is broken at the arbor shaft end of the spring. That is why it is turning freely. Don't worry about the spring being wound, it can't be because you already have the drum out of the motor. As Bob and Inigo suggested just pop the cap off at the little hole in the cover or as I do on many clock barrels just turn it upside down in the palm of your hand and tap the arbor shaft from the other side it should just pop out after a couple taps. A rubber mallet will work but might take a few blows. I use a small copper hammer in clock work that will not hurt the arbor shaft.

If after you get the cap off and the spring is broken, that's when you need to be careful on how to remove. I can help you with that when you get to that point.

Well, my explanations are not in good English or not clear enough! I did already repair several gramophone springs but the problems were different (broken or disengaged springs, old grease…). It was always possible to take the barrel in one hand and, with the other hand, to turn at least slightly the arbor shaft.
It’s different with that one as nothing is moving; at first, with the motor (and spring) in place, I tried to wound the spring and the spindle start turning clock wise at full speed; I then removed the barrel and tried to take the barrel in one hand and, with the other hand, to turn the arbor shaft: It does not work and it looks like the barrel and arbor shaft are soldered together, which does not make any sense.
I did try to remove the cover with a screwdriver and tapped gently the shaft on the other side without result. I also removed the pin on the other side but the “winding wheel” does not move (at least easily).
Given that, I assume there is something wrong somewhere and would like to understand the issue.
So I have two alternatives: identify the issue or use “brute force”. I would prefer the first one!
By the way, I do have the impression that the spring is fully wounded.

So the arbor with the nail in it will not turn at all in the barrel?

the spring is broken or unhooked or you could wind it up , you need to remove the bottom plate it needs force !

Open the cover of the spring barrel to see what the condition of the spring is...
Remove the nail and pry off the cover, using whatever force is necessary...