Alex,
It’s possible with the latest build (4.0M3 / 3.9.310). You can just drag all your java source files from the package explorer view and drop them on a class diagram to create it.
PS: is there any tutorial for using the UML functionality in the MYEclipse?
Sorry, but not yet. Should be available by the 4.0 GA date of 8/29 or shortly thereafter.