If I create a blog with same content of my site and with links to my site, do the SE take this as duplicate content?
yes it is counted as duplicate content, can you explain why you need to do this ?? I don't get reason for duplicating same links and content
No you can use the same content of your website in your blog...just make it official blog of your website. Hope this will help you/........
I don't see any SEO benefit you will get doing that, better create a blog with different content and show content of your site through rss feed.
Making different sites or blogs with the same content is considered as duplicate content and you will not get any traffic from search engines if you use duplicate content in your site.