I have tried, also, another solution: a mix between the procedure of the old and the latest MiKTeX using MikTeX Console and some indications of Ulrike Fischer's answer to install both fonts. It is important to see, also, the comment in additions to my answer.
Step (1)
Download mtp2lite.zip and classico.tds.zip or classico.zip (this is a clone of Optima font) files from CTAN web site: https://ctan.org/pkg/mtp2lite and
https://ctan.org/tex-archive/fonts/urw/classico.
After finish downloading the file, unzip the fonts distribution files in a temporary directory (for instance on the desktop). Inside the unzipped files, you will find the following contents for mtp2lite and classico.tds. It is precious to remember that the important files of the mtp2lite must to lie into the folder texmf (dvips, fonts and tex).

Step (2)
In Local Disk (C:), create C:\Local TeX Files.
Warning: It is important to choose an adapt name for TEXMF root directory where you can put these files.
Step (3)
From the temporary directory created in Step (1), move the contents of the texmf folder of the mtp2lite, for instance, from the unzipped file into the C:\Local TeX Files. I have choosen the path: C:\Local TeX Files\texmf. Similary for the font classico.tds I have created another different directory: C:\Local TeX Files\cl-texmf.

Step (4)
After, I have opened the MikTeX Console using it as Restart as administrator or in user mode. Clicking on tab Settings, tab Directories and on the plus symbol (cyan color shown with the orange arrow), it is possible to add Generic TEXMF root directories. It's easy to see two generic paths: C:\Local TeX Files\texmf and C:\Local TeX Files\cl-texmf.

We can verificate, also, into MikTeX 2.9 at the path: miktex\bin\x64\mo_admin (it is an .exe, executable file), that exist, once again, the old mask: MikTeX Option (Admin). Click on Roots tab and we have the same paths of the previous picture.

Step (5)
Run Command Prompt program (Open Terminal window): the icon with the red frame in the picture (green arrow) of the Step (3). After that, change the directory by running the command cd\. There, run the following command line: initexmf --edit-config-file updmap.

Step (6)
The command line will pop out an empty file in Notepad program named updmap.cfg. Add the following line inside the file: Map mtpro2.map and Map classico.map. Save the file and exit the Notepad program.

Step (7)
In the Command Prompt program, run the following command line: updmap. This process takes, probabily, a long time.

Step (8)
Next, in MiKTeX 2.9’s Settings (Admin) program, click Refresh (FNDB) (the option exist also on MikTeX Console, click on Tasks - Refresh file name database) and Update Formats buttons. Always in MikTeX Console, you can select Tasks menu and select the entry refresh font map files.

Step (9)
After that, in the Command Prompt program, run the following command lines:
initexmf --mkmaps and after updmap.

Step (10)
Repeat again the procedure of the Step (8) only, and mtp2lite with classico packages are available in your PC.
MikTeX Console. It was not a complaint but I panicked. Anyway I edited the question hoping it will be clearer and you can help me. I thank you in advance and I apologize. – Sebastiano Mar 13 '18 at 18:14