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What can I do with WorkFlows and lists without using Visual Studio? Can I develope any system that I can develop with SQL server and C#? What are my limitations?

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There is much to say about Workflows in the context of SharePoint - it also depends on the version of SharePoint (2007 or 2010)- as many advances have been added to the SPD (e.g introducing Reusable Workflow, Site Workflow and many activities such as DocumentSet related activities, Security related, etc.), but bottom line you CANNOT reach external systems directly from workflows (by design - as workflows are meant to run as background processes)

However, via SharePoint 2010 Designer - you could rely on creating a BCS model (which retrieves data from an SQL database as back-end), create an External List for it and define a workflow to work on it. Have a look at creating one here http://channel9.msdn.com/Blogs/matthijs/Overview-Creating-Workflows-with-SharePoint-Designer-2010-InfoPath-2010-and-Visio-2010 or here for a reference on activities http://office.microsoft.com/en-us/sharepoint-designer-help/workflow-actions-in-sharepoint-designer-2010-a-quick-reference-guide-HA010376961.aspx

Other solutions would require development at a certain level.

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Are WorkFlows for only simple process on one list? Can I use WorkFlows to add/delete/update items on other lists? Do I need VisualStudio to do some works for some mathematical processes? Also, are WorkFlows only trigger on create or update an item in a list? Can I use a WorkFlow for only a button click event? – compengTR Jun 4 '12 at 6:02
Workflows can do so much more, yes- you can used them for update/delete/create/copy items. And NO, no necessarily you need VS, as SPD2010 is an excellent tool. For really advanced and very complex processes you could resort to VS2010. Workflows can also be started programatically, such as result of a button click. – C. Marius Jun 4 '12 at 9:20
Then let me ask this, can I use a WorkFlow on a button click event with SPD2010 and InfoPath 2010 but without VS2010? – compengTR Jun 4 '12 at 9:39
If you attempt to avoid developing with VS2010 you could build your workflow via SPD 2010 and make it start on a change in the your list (e.g. add a special field in your list which you can monitor for a change an use it as starting condition), then via ECMA Script in a CEWP which shows a button that when clicked Updates the value of that field, which would trigger the workflow start! – C. Marius Jun 4 '12 at 20:25
Thank you, C.Marius. I'll try to build my own complex WorkFlows on SPD2010. And last question, what do I need for developing on VS2010? Do I need SharePoint2010 installed on my pc or is SDK enough for this? – compengTR Jun 4 '12 at 20:34
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