if I create a script of the PlayerPrefs can call directly in a separate file? or must be connected in some way?
PlayerPrefs are global for the project, yes.
You can call, say, PlayerPrefs.GetString(key);
from any script in your project.
If you mean from a seperate project, or a different game then no it is not “Global”, it is per project, so you could have GameA with PlayerPrefs.SetString"Test" and GameB with PlayerPrefs.SetString"Test" and these actual values be different.
Yes PlayerPrefs are global and it has only static methods. You can call
in class A
PlayerPrefs.SetString("Player Name", "Foobar");
and in class B
print (PlayerPrefs.GetString("Player Name"));
See: http://docs.unity3d.com/Documentation/ScriptReference/PlayerPrefs.html