One video for beginner helped me, explaining me that
- in common equations, we are searching for the values of a variable $x$, for solutions
- in differential equations, for the values of a function $f(x)$
That statement is true, but misleading. Here is a more accurate statement:
- An "ordinary" equation has variables which stand for numbers, and a solution to the equation is a number (or collection of numbers) which makes the equation true.
- A functional equation has variables which stand for functions, and a solution to the equation is a function (or collection of functions) which makes the equation true.
- A differential equation is a type of functional equation. Specifically, a differential equation is a functional equation that involves a derivative.
To answer your specific questions:
Must a differential equation carry the function itself and some derivatives (of any order) of itself?
To be precise, a differential equation must contain a derivative somewhere, because that's what the phrase "differential equation" means. It doesn't have to contain the original function itself. For example, the equation $f''(x) = f'(x)$ is a differential equation.
Said another manner: is $h(x) = \frac{f(x)}{g(x)}$ a differential [equation] too?
No, that equation is not a differential equation, but it is a functional equation.
(You wrote "differential function," but I think that was a typo for "differential equation." Please correct me if I'm wrong.)
Why searching for functions as solutions does require to interact with their derivatives?
Is it because differential equations are not [only or just] for searching functions for solutions of anything that is an equation, but have a special purpose I don't see?
Searching for functions as solutions certainly doesn't require us to use derivatives at all. Derivatives aren't mandatory. It's just that if an equation involves a derivative, we call it a "differential equation," and if it doesn't involve a derivative, we call it something else.
Differential equations show up all the time in physics. For one reason or another, nature is full of functions which have particular relationships to their own derivatives.
Non-differential functional equations are important, too. For example, exponential functions satisfy the very important functional equation $f(x + y) = f(x) f(y)$. The gamma function is the most notable solution to the functional equation $\Gamma(z + 1) = z \Gamma(z)$.