What is the best method to store 3d models in game ? I store in vectors: vector triangles (each triangle contain number of texcords, numer of vertex and number of normal), vector points; vector normals; vector texCords;
I'm not sure what constitutes "the best method" in this case, as that's going to be situation dependent and in your question, it's somewhat open to interpretation.
If you're talking about how to rapidly render static objects, you can go a long way using Display Lists. They can be used to memoize all of the OpenGL calls once and then recall those instructions to render the object whenever used in your game. All of the overhead you incured to calculate vertex locations, normals, etc are only performed once when you build each display list. The drawback is that you won't see much of a performance gain if your models change too often.
EDIT: SurvivalMachine below mentions that display lists are deprecated. In particular, they are deprecated in OpenGL Version 3.0 and completely removed from the standard in Version 3.1. After a little research, it appears that the Vertex Buffer Object (VBO) extension is the prefered alternative, though a number of sources I found claimed that performance wasn't as good as display lists.
I chose to import models from the .ms3d format, and while I may refactor later, I think it provided a decent foundation for the data structure of my 3D models.
The spec (in C header format) is a pretty straightforward read; I am writing my game in Java so I simply ported over each data structure: vertex, triangle, group, material, and optionally the skeletal animation elements.
But really, a model is just triplets of vertices (or triangles), each with a material, right? Start by creating those basic structures, write a draw function that takes a model for an argument and draws it, and then add on any other features you might need as you need them. Iterative design, if you will.