"My question is: i must configure also ports on MEMBER switch to the same vlans that i've setup on MASTER switch ports?"
No, not unless you want those ports to be in those VLANs.
Remember a 3750 stack is one logical device. Master/members don't matter. All the master is, is the stack member that does the "high level thinking" for the whole stack. Any stack member can also function as the master switch (although there are considerations on that).
"If MASTER switch fails and i connect patch on MEMBER switch, all works as before without reconfigure ports on the same vlan than MASTER switch?"
No, if I understand your question, correctly.
However a port is configured, on any stack switch master, it's always the same configuration, for that port, regardless of number of switches in stack or which stack member is master.
For fail over purposes on stacks (or chassis line cards), I might configure the same number port, on multiple (or even all) stack members (or line cards). I.e. first (some number) of ports are always same VLAN (i.e. same #), next (some) number of ports, again, same VLAN, etc. This way if one stack member fails (or line card), I can simple repatch from failed stack member (or line card) VLANs banks of ports to corresponding bank of ports on any other stack member (or line card).
I.e. rather than have:
switch 1's ports 1..12, VLAN 1, ports 13..24, VLAN 5
switch 2's ports 1..8 VLAN 10 and ports 9..24 VLAN 88
NB: If either switch fails, VLAN to ports assignment don't change, nor do other port configuration options.
I might have:
switch 1's ports 1..6, VLAN 1, ports 7..12, VLAN 5, ports 13..16 VLAN 10 and ports 17..24 VLAN 88
switch 2's ports 1..6, VLAN 1, ports 7..12, VLAN 5, ports 13..16 VLAN 10 and ports 17..24 VLAN 88
