Hello Juan,
If your read the manual on simultaneous voices carefully you will find that if you use the '\\' construct the tie will not go across, but if you use the \new Voice construct, then the first voice in the simultaneous music is a continuation of the current voice, and ties work. Thus:
\score {
\relative c''
{
d2 e2~
<<
{ \stemUp e f }
\new Voice
{ c4 d e f }
>>
}
}
It's quite subtle admittedly, but fundamental to understanding lilypond.
Andrew