If I want to build commercial blockchain applications, do I need to
join to the main ethereum network? or I just can build ethereum
private enterprise blockchain? by creating some peers?
Yes, you can create your own private enterprise blockchain by connecting peers in one network.
What is the benefit to join the main network if I have to pay fees for
each transaction? is it only to exchange real ethers?
By joining public ethereum blockchain , your DAPP(Decentralised Application) is accessible to all the users of public blockchain. In case of private blockchain only nodes which are connected in a private network can participate. So if you are okay with restricted and limited user base , you should go with private blockchain.
The following blog addresses all the pros and cons of private and public blockchain
Hope this will help !