I'm new with M200 and I've been making a small part with wall thickness of 1,3 mm. The problem is it keep doing parts with 1,5mm thickness and some external dimension sdon't match the 3D.
I don't know what to change to improve the printing to match the 3D.
I fear that you have a bit too many expectations in the FDM technology. I wouldn't bet to have tolerances smaller then 0.1-0.15mm with FDM and ABS even on a Zortrax M200. Width of walls depends on multiple factors, and it's very hard to standardize them: Nozzle size multiplier, layer height, eventual infill density, material type and properties, temperature's depending shrink, deposited speed, design factors, and many more others.
Try to sand the part until you'll have removed the roughness (both internally and externally) and measure it again with the caliper, you'll find it is close to the size you wanted. This is because the software will indeed try to compensate the dimensions, but the stacked layers will always produce some small random offset (call it error) since they are never perfectly aligned one on top of the others because of mechanical and extruding limits. Those can be just a few 100ths of millimeter each layer but they'll sum themselves in a spot producing an higher error.
My suggestion for more precise small objects is that once you'll have done a test print you can use an offset in Z-Suite to be closer to the needed thickness, but a value that can work in a single case might not be good for different situations you'll face. The trick is to always plan the corresponding parts with some tolerance themselves, so that they will fit.