Is that possible put a whole POST in a list ,

Yes if (have_posts()) : while (have_posts()) : the_post(); is a loop, so you would just add the tags into it.

    <ul>
    <?php if (have_posts()) : while (have_posts()) : the_post(); ?>
    <li>
    <div <?php post_class() ?> id="post-<?php the_ID(); ?>">
        <h2><a href="https://wordpress.stackexchange.com/questions/95763/<?php the_permalink() ?>"><?php the_title(); ?></a></h2>
        <div class="entry">
            <?php the_content(); ?>
        </div>
        <div class="postmetadata">
            <?php the_tags('Tags: ', ', ', '<br />'); ?>
            Posted in <?php the_category(', ') ?> | 
            <?php comments_popup_link('No Comments &#187;', '1 Comment &#187;', '% Comments &#187;'); ?>
        </div>
    </div>
    </li>      
<?php endwhile; ?>
    </ul>
<?php else : ?>
    <h2>Not Found</h2>
<?php endif; ?>