"*Affidavit
I believe that the 25,000,000 Guarani deposit is the affidavit?"
No
"What type of Embassy or Consulate is supposed to apostille or validate my documents, the Paraguayan Embassy in my country?"
No, the Paraguayan Embassies can validate your documents. If your home country is a member of the Hague Convention then you can put the Apostille stamps. If not then you must validate the documents with an Embassy or Consulate.
"How can I compile the documents and their translations in one document?"
This the official way, the translator does that. But if they don't, then ask them to do so.