Thanks a lot for your advice!
I tried this:

*) Added a new mail user and update its transport to smtp:example.com
mysql> select username,transport from mailbox where username='example.com';
+------------------------------------+------------------------+
| username                           | transport                |
+------------------------------------+------------------------+
| catchall@example.com       | smtp:example.com |
+-----------------------------------+-------------------------+

*) Created a new catch-all account for this domain
mysql> select address,goto,domain from alias where address='example.com';
+------------------+------------------------------+------------------+
| address          | goto                             | domain          |
+------------------+------------------------------+------------------+
| example.com | catchall@example.com | example.com |
+------------------+------------------------------+------------------+

When I sent email to user@example.com it sends to mx of example.com but to catchall@example.com (not to user@example.com) What am I doing wrong?

Thanks!

is catchall account needed in this case?

Is this the only way to solve my problem?

Thanks!