thanks for your reply. But I don't think I'm following you. I don't know exactly what you mean by running the bibtex on the file and if I write down the command
\bibtex LucaMemoire
(if that what you suggested me to do), it is not recognized by my Latex editor.
It's not a command in the LaTeX document. I meant a command at the operating system command prompt, outside of the editor. (Some editors have an integrated bibtex feature though.)
OK, now I think I understand what you've said and the issue is getting better, although not completely solved. This is what I do: I import the file.tex into LyX creating a file.lyx and then I insert the file.bib into the file.lyx created. When I run the file.lyx, the pdf created has all the bibliography correctly placed at the end. Nevertheless, it doesn't recognize the citations along the file: each time there's a citation, it appears "?" sign.
Why do you import it into LyX? You could run bibtex on the file and then compile the tex file to pdf, using pdfLaTeX instead of LyX.
Compile to pdf twice, to get complete cross-references and citations, respectively.
If you would like to work with LyX, have a look at its documentation regarding BiBTeX. I never used BiBTeX with LyX, but with LaTeX.
OK, I drop LyX. But even using only the tex editor, the citations still don't appear. This is what I do:
I run latex, then I run bibtex, then I run latex twice and, finally I compile to pdfLatex twice as you've suggested. References are OK at the end of the pdf, but citations still don't appear.
Maybe I'm lacking some package(s). This are the ones I'm currently using: