I build today the quagga package from ports. I was very annoying with
  these two points :

I presume you mean pkgsrc, since you posted to tech-pkg.  Ports is a
FreeBSD thing.

  - why there is not a rc.d script ?
  - why the package doesn't create the /var/run/zebra (quagga:quagga)
    which is required to run (and work) quagga ?

The net/quagga package in pkgsrc is old.  Updated bits for 0.98.2
which provide rc.d scripts and should handle /var/run/zebra have been
prepared but not yet committed to pkgsrc (not sure why, will ping
people).  Those bits are based on wip/quagga-devel (see
http://pkgsrc-wip.sourceforge.net), which may be too adventurous for
you.

-- 
        Greg Troxel <gdt@ir.bbn.com>