I have been turning crazy, and finnally do it. So, I will try to explain it in details.
1. At GitLab create a personal token.
2. At SourceTree, Add a new account, then, select GitLab, and Preferred Protocol SHH.
3. Click Refresh Personal Access Token, and enter the username and in the field of the pasword enter the token that we generated at GitLab.
This was the trick.
Thanks to all for helping.
Just wanted to update this thread to let you know there is now a native automation trigger for GitLab with Jira Cloud. We are running a webinar soon to walk through how it works and show some use cases in how to automate from Gitlab to Jira. Feel free to register here: https://www.atlassian.com/webinars/software/automate-across-gitlab-and-jira