Let's suppose I make the opponent's pokemon confuse, then after that I use an attack that would make it sleep, or paralyze, does it removes the confuse status? And if so, does it remove poison and burn too?
The "turn the card" special conditions are mutually exclusive (the most recent one applies), but the "place a counter" special conditions are not.
From the rulebook:
Removing Special Conditions
When a Pokémon evolves or moves to the Bench, it recovers from all Special Conditions. The only Special Conditions that prevent Pokémon from retreating are Asleep and Paralyzed. Since Asleep, Confused, and Paralyzed all rotate the Pokémon card, whichever one happened last to the Pokémon is the only one that is still in effect. Since Poisoned and Burned use markers, those don’t affect other Special Conditions. An unfortunate Pokémon could be Burned, Paralyzed, and Poisoned all at the same time!
So yes, a Pokémon that is Paralyzed currently, and then I attack it with an attack that makes it Confused, would remove Paralysis and make it Confused instead; but it would not impact Burned or Poisoned.