So I closed it then started Uplay as administrator and the thing ran, then I started my game from Steam Uplay opened then Loading game information but ends with Unable to download game information.
Well first of all this is a Windows Problem not Ubisoft problem so blame Windows this time xD.
The problem is Windows don't let Uplay to be launch as administrator from steam so what you have to do is go to your Uplay install directory, then allow users (not only admins) to have a full access to the folder.
How to do this:
1.- Open Uplay folder (normally: C/Program Files/Ubisoft/Ubisoft Game Launcher
2.- Press right click
3.- Press Properties
4.- In Properties normally you start at General, switch to Security
5.- You'll see two screens, one with the users and system and creator owner and other with the permission for the users
6.- Click edit then it will open a new window
7.- At the upper screen select your user and at the window below you will see a lot of options checked and unchecked
8,- Check the option with name Total Control at the allow part then press apply
9.- Open Steam and launch your game again
10.- The game should load and then ask for your cd key, enter your cd key and play !