I would like mathematica to understand that the integral of a complex exponential is a dirac delta. Is there a way to do that? The only way I´ve thought is to use the FourierTransform.
Unfortunately, this is not yet built in to Mathematica. It should be.
You can calculate
In[7]:= (1/(2 Pi)) Integrate[Exp[I k (x - x0)], {k, -a, a}]
Out[7]= Sin[a (x - x0)]/([Pi] (x - x0))
The limit as a->Infinity is a well-known representation of the delta function.
Addendum: however
In[8]:= FourierTransform[1, k, x]
Out[8]= Sqrt[2 \[Pi]] DiracDelta[x]