I want to make a square hole in the middle of my PCB, but when I choose to make a drill or hole is only a circle! Isn't there a option or a ULP file that allow me to do a square hole? I can't find anything on EAGLE....
First ask yourself what sort of hole do you want?
If what you are after is a non-plated cut out I would just draw it on the same layer you draw the board outline on.
If you want it to be plated then I expect that in the absesence of specific support in your PCB design tool your best bet is to draw it on a seperate layer and tell your PCB vendor what you want.
Note that even if you draw a precisely square hole that will not be what you get back from the manufacturer. The hole will be milled with a milling cutter of finite diameter. So the corners will inevitablly end up with a radius at least that of the cutter.
If you have not looked at the website yet it may help. https://www.element14.com/community/thread/42375/l/eagle-cad-non-circle-through-hole-pads?displayFullThread=true
The only way you can do that is to create a component in your library and select the pad as a square instead of a round one. In the tool bar you will not find square holes because they are not used, although there are possibilities to choose a via as a square. I suggest you use the hole as round unless you have a very particular need