Hi

It was mentioned in another post that the history from AUD/USD is not correct. Does it mean that this asset has to be skiped in the fac file of the Z12?

No. You need to make sure that you backtest with correct history. If you have a bad history file, download it again with the download script as described in the manual, or get it from the download page.

When another version of zorro is released, it comes with new Z system. I understand they are already backtested so in that case, it is not necesary to do any backtest. Is it so?

It is not really necessary, but recommended, since the backtest tells you the profit and the minimum capital needed for trading the system on your account. This can change with any new version. So it's better to backtest the new system before you start trading it. The curves in the manual are only from a backtest with default settings and a default FXCM account.