It depends on how the window was created and whether both the parent and the child are in the same sandbox.
If you create a window using the AIR createRootWindow() function, then the parent property is not set (one of the reasons the function is called create *ROOT* window). If both the creating window and the child window are in the same sandbox, you can set the parent property yourself.
A child loading content from a domain different than it's parent cannot access the parent window.
And I my page (loaded in Non-application sandbox) there is another page loaded inside an IFrame?
As long as the pages are in the same domain, then the parent property of the iframe should be set to the outer page (at least as I understand it).