Hello ENzo36:
Let me see if I can explain this coherently. Geostar is the "engine" that Cosmos Works (now called SolidWorks Simulation) uses to solve FEA problems. You can run Geostar separately. It has much more capability that SolidWorks Simulation but is much more difficult to use. Some of the things you can do in Geostar but not SolidWorks Simulation are manually create a mesh, choose from a much larger element library, and choose from a larger set of solvers with more solver options. There is a tutorial under the Geostar help menu.
You can probably use SolidWorks Simulation for most of your analysis. The only reason we use Geostar is because we have some problems involving radiation heat transfer on complex assemblies and we've never gotten SolidWorks Simulation to run them correctly.
It seems that SolidWorks Simulation gets more capability added to it with every release, so eventualy maybe it will replace Geostar? I don't really know as I don't work for SolidWorks.