I would like to know the difference of the concepts of subject and individual philosophically speaking, I'm studying subjectivity theory in Marx and I have doubts about the difference between these concepts.
Marx followed what we might call a relational epistemology and ontology. To quote a glossary definition of "subject and object" from Marxists.org:
In the dialectical theory of knowledge, the important thing is to understand the subject and object as a unity and to see both the activity of the subject (which had been developed by idealism – see Theses on Feuerbach No. 1) and the independent existence of the world of which the subject is a part (which had been emphasised by materialism).
For this reason, I think you will not find Marx or Marxists saying very much about human "individuals" as such. From a Marxian perspective, our common sense understanding and experience of existence as human individuals is a bit misleading, as it conceals the unity described above.
Not Marx's but Marxist writers' ideas lies on here a little bit. It may help. http://jdeanicite.typepad.com/i_cite/2013/02/how-is-it-that-the-subject-becomes-an-individual.html