I was wondering if anyone can point me to some tutorials or courses (maybe no more than 100 dollars or around that), that can teach me how to setup a live performance. Like everybody when I make a new song I create a new project, inside my project my song is made up by different scenes whit different plugins and different instruments. I want to learn how to take all of my scenes from all my projects and perform them live inside a single project. Thanks a lot.
I think the key to your question is in "different instruments and different VSTs"
In Ableton, when you create a track, and it's a MIDI track, you assign an instrument. Now all the MIDI clips in that track will be played by that instrument.
This means, at minimum, your "mega-project" will need one track for each instrument of each song. That can add up pretty fast. But nobody's going to stop you from trying to run a 300-track project live. I just wouldn't expect good things to happen during it.
With that many active tracks/instruments/VSTs you're almost certain to run into audio buffer issues and stuttering. And even if you have god-like amounts of RAM to handle any buffer issues that could arise, that's not factoring for the human memory aspect of remembering where the heck that one guitar sound is in a mess of 300 tracks.
The FAR superior (but less customizable) option is, as pointed out in comments, to bounce each track out to audio, then you can import each song as its own clip on an audio track, and your live performance can trigger those clips. You won't be able to edit the instruments and VSTs live, but there are other DJ techniques you can do while playing the clips live, like 3-band EQ if you want to mix the low end of one track with the high end of another.