Does the Freestyle have an optical out?

No, it has an eARC micro HDMI. But could I use a optical cable to hdmi eARC ?

You can probably use an HDMI to optical extractor like this. But you may need to add another media device to connect to the HDMI input on the extractor.

But with the extractor could I control the soundbar with the projector command and have access to the special settings of Sonos App?

Optical can not carry CEC data, it is a one way transmission connection. 

But could be possible to have this fuction with Beam for example?

Samsung, in the official page says that the micro-HDMI port is compatible with e-ARC and CEC (anynet+).