I've got a really stupid question: how can I make my own emblem of a city? I already designed an emblem on "Armoria editor" but I don't know how to paste it.

In Armoria you need to copy the COA string of your emblem (that's "Copy COA string" in the "Save" submenu of the top menu). Then in the city generator right-click the current emblem and choose "Customize..." in the context menu. A window will be displayed with a text field for pasting that COA string.