Ok, this is the point, if a companion kills an enemy do I get any experience or not? I'm in The Hub at level 6 and I don't know if I have a low level.

Hub is fine to visit at 6, just... don't go trying to fight the Deathclaw just yet. Fallout is very gear-dependent in combat... with good armor and some good guns you have a fighting chance of taking out anyone (unless they have a minigun). Get some good gear there if you can afford it, and continue exploring.

Have you visited Junktown, Vault 15, and the Raiders yet?

EDIT: Oh, and in F2, your companions have a chance to level whenever YOU level. With enough saving and reloading, you can actually get them to level up (almost) every time that you do. They generally make the game easier, unless you give them a burst-fire weapon. Keeping them alive can be a lot trickier, though, especially in F1...

Thanks to both. If I earn the experience even if they kill the enemies I think I'll keep them, especially if I am bit low in level. I think I've done all the quests in Vault 13 and Shady Sands, and I even killed the Khans some time after rescueing Tandi. I think I just left in Junktown the quest about blackmailing.

I don't if it is relevant, but I think I've never used the skills First Aid, Doctor or Steal, maybe I could have earned some experience using them.

I always use Doctor and First Aid, it saves stimpacks and earns XP. They also don't waste a lot of in game time unless successful and you are limited to 3 successes per every 24 hour period. After combat just Doctor and First Aid you and your companions until both give the message "You are too tired to do that" then rest for a day and repeat. Doctor earns 50 XP and First Aid earns 25 XP.

You can enable a option in ddraw to control the party members in combat. It's great not having to depend of the AI. You can also disable the random element in npc levelling.