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I trying to add a line at the end of file (/root/test.conf) with sed. I use FreeBSD and when I try to add a simple line, I always get several errors like:
extra characters at the of command
undefined label 'est.conf'
The file is like this:
#Test
firstLine
secondLine
!p.p
*.*
And I want to add something like this:
(return \n)
!word
other (5 tab between "other" and "/usr/local") /usr/local
If it's not possible with sed, there are another options?
Thank you!

It doesn't sound like you need to use sed at all, maybe just cat with a heredoc:
cat test.conf - <<EOF
whatever you want here
more stuff
EOF
The - argument causes cat to listen on standard input, which allows you to use a heredoc as well as a file.
You can add a redirect > tmp before <<EOF to output to another file called tmp.
To add literal tabs in the interactive terminal, you can use Ctrl-v followed by Tab.

You don't need any special tools like sed to add some lines to the end of files.
$ echo "This is last line" >>file
#or
$ printf "This is last line\n" >>file
works just fine in almost any platform. You might need to escape special characters though, or enclose them in single/double quotes.