Yes, modifying this variable is a solution (I don't know if it is the "best solution"). I go to the ref menu -> Customize -> Browse Reftex Group -> Reftex Citacion Support -> Reftex Default Bibliography and then I add the path to the bib file (without the .bib extension) and it works!! These options create this in the init file:
(custom-set-variables
'(reftex-default-bibliography (quote ("D:/mybibdirectory/mybibfile"))))
(custom-set-faces
)
Well, perhaps that it works now that suggestions are going to appear in every document that I write. It would be good have a solution only for this document.
Reading the help file of reftex (reftex->finding files) also mentions make the next modifications in order to get the suggestions:
(setq reftex-bibpath-environment-variables
'("D:/mybibdirectory/"))