Hi @Rodrigo_Pereira, welcome to the community!
Are you trying to use pg_dump inside your n8n workflow (using the Execute Command node)? This would fail because your docker container can’t access stuff living on your host machine by default and n8n itself does not come with pg_dump.
From looking at this related discussion it seems pg_dump is now available as part of the postgresql-client package in Alpine Linux (on which the standard n8n docker is built upon). So you should be able to build your own n8n docker image (for example as described here) and add a apk add --no-cache postgresql-client line to the respective Dockerfile.