I noticed there are some entrances blocked with rocks, and I seem that i can't find 3 or maybe 4 other enemies, and that they're behind these entrances. I thought that maybe we need some pickaxe or something if this is it.

the blocked off rocks are areas currently not implemented yet. if your missing some of the enemy's, my suggestion would be to go to the cave in-between the sunflower field, and the forest area. there is a cave that leads to the bat enemy. in that cave you cab break the wood barriers to progress further.