I heard that in one set (12 reps) using weight machine, you shouldn't make the weight to touch the stack (that is, it must remain "floated") every rep. Is it true? What's the reason?
There's no general answer to this "should or shouldn't" question, because it depends on what your goal is with the set.
By keeping the stack floating, you're increasing time under tension, making each rep heavier, and making your muscles have to work harder.
On the flip side, whenever you put the weight down, you're basically resting between each rep, so the muscles don't have to work as hard. But at the same time, you may be able to do more reps this way.
So again, what you should or shouldn't do is entirely based on what you want to accomplish.