One of the features was the option to view the parameters (such as Blaazen said).
In SynEdit Lazarus does not exist this feature (I not found). Lazarus editor has this feature is unique to him?
Like Martin pointed, this feature is just a Hint window. The logic behind (obtain the content, format, and position) is implemented in Lazarus only for this IDE. SynEdit hasn't special code to implement this feature.
Any tip how can I implement this in my editor?
You could do the same way. Use a Hint window and implement the logic. Obtain the parameters of a function, depends on the syntax of the language. I guess you would need some kind of parser for the language you are working on your editor.