I import my photos to lightroom 5 as raw images from my cameras. In another moment, I try to have a second copy in dng of specific photos, not all, in deferents folders. But when I try to copy as DNG, I choose a folder from the left panel and the photos was shade and I can't choose any of them.
First, import your native raw files into your catalog, as usual.
If the files you want to copy to DNG are in the same folder, then, from the Grid view, you can select some or all files (ctrl-click on several files), then either right-click and select "export to DNG" which will let you specify a folder but no other options, or you can use the full export dialog, set the output file type to DNG, set the output directory to whatever you want and also, if that's what you want, decide to add the new DNG files to your current catalog.
If the question is about the source files being in different directories, you'll have to select them, not from the directory view but from the catalog view (you could put the ones you want into the quick collection, for instance, or select them by date/keyword/whatever) then select those files and proceed as above.
It sounds like you are trying to import the same pictures twice, with different settings.
There is a checkbox in the import dialog
don't import suspected duplicates
, which you have to uncheck to import a second time.
Right under this, there's another interesting option,
make second copy to...
which alledgedly (untested by me) copies as RAW even if you have selected "copy as DNG", so you could use this option to make both imports in one go!