Is it possible to copy the input format of the clip without reencoding it ?

I just want to to some cutting and save the clips without do any encoding.

Yes. Download the trial and test your files.

http://tmpgenc.pegasys-inc.com/en/download/tme3.html

I have already downloaded the software, but I cannot see if the feature I'm asking for exist.
If it does, how do i do then ?

What kind of file is it?

This program only works with MPEG-1 or MPEG-2 video. You have to remember that this software is not a video converter, so by default, your input format is going to be the same as the output format. It may change the file structure/container to fit the output format, but the actual video data will remain the same in general.

Your output options depend on the video's dimensions, framerate, bitrate, etc.
If it is DVD-Video compliant, you can use the DVD-Video output option and burn to DVD if you wish.
If it is Blu-ray compliant, you can do the same with the Blu-ray ouptut option.
If your video is not compliant with anything, you can choose the MPEG output option and choose "Common MPEG file" as the output target.

Click on the Smart rendering analyzer button to see how much of your video will be re-encoded and how much will be left untouched. Edited video will re-encode the sections at the beginning and end of the cut area.