Hello Alejandro Pérez,
You can use the Gap_AddDeviceToWhiteList() function to add devices to the white list, and then configure the filter policy of the scanning parameters in the gScanParams structure to scan using the white list (gScanWithWhiteList_c).
The demo examples add the bonded devices to the whitelist, but you can manually add devices without being previously bonded.
Let me know if you have any question.
Regards,
Gerardo