ORA-06512 is part of the error stack. It gives us the line number where the exception occurred, but not the cause of the exception. That is usually indicated in the rest of the stack (which you have still not posted).
In a comment you said
"still, the error comes when pNum is not between 12 and 14; when pNum is between 12 and 14 it does not fail"
Well, your code does this:
IF ((pNum < 12) OR (pNum > 14)) THEN
RAISE vSOME_EX;
That is, it raises an exception when pNum is not between 12 and 14. So does the rest of the error stack include this line?
ORA-06510: PL/SQL: unhandled user-defined exception
If so, all you need to do is add an exception block to handle the error. Perhaps:
PROCEDURE PX(pNum INT,pIdM INT,pCv VARCHAR2,pSup FLOAT)
AS
vSOME_EX EXCEPTION;
BEGIN
IF ((pNum < 12) OR (pNum > 14)) THEN
RAISE vSOME_EX;
ELSE
EXECUTE IMMEDIATE 'INSERT INTO M'||pNum||'GR (CV, SUP, IDM'||pNum||') VALUES('||pCv||', '||pSup||', '||pIdM||')';
END IF;
exception
when vsome_ex then
raise_application_error(-20000
, 'This is not a valid table: M'||pNum||'GR');
END PX;
The documentation covers handling PL/SQL exceptions in depth.