Via in edge of the board


I would like to know if it’s possible on kicad to make via in the edge of the board, like some module that we can find on the web? The goal is to make a connector.


The term you are looking for is “castellation”.
Have a look at this post:

Yes, you can. The solution is to trace the Edge.Cuts outline over a via, nothing special here.
But your board fab might not accept to produce it. You better ask them first.

Show them a picture to be clear: