I believe since this question was posted the PB has incresed the filters and it is already possible to connect pages.
Can someone help me to know how to do it?
Thank you very much,
@eltonsenne, In Power BI desktop - Go to View -> and select the check box "Sync Slicers".
It will popup a message "whether to sync the slicer or not", whenever you do copy and paste the slicer to the page that you need a slicer.
Never mind I could get an answer so fast
Two more questions from the thousands I have:
1) How is it gonna work in the Power BI Dashsboards?
2) Why this option isn't available at Power BI Service?
Thank you very much!!