I couldn't find any information related with running custom system command on this site: cakebuild.net/dsl
How can I do it?
The real command I want to run is 'upx mproject.exe'
If I have understood you correctly, then what you are looking for is the Process Aliases that exist within Cake:
http://cakebuild.net/dsl/process/
These allow you to start any arbitrary process from within your Cake script.
Another option, would be to create a Cake Addin that wraps the tool that you are trying to execute.