Let M be a compact metric space. We know that if $ g:M\to M$ is a continuous bijection then it's a homeomorphism. But I want to know, if I have a continuous bijection $ f:M - \left\{ p \right\} \to M - \left\{ p \right\} $, then it's true that can always be extended to a continuous bijection $M\to M$ or not?
clearly I assume that $ M - \left\{ p \right\} $ it's under the restricted metric of M.
EDITED: Even knowing that M it's the one point compactification and that the open sets of M are all the open sets of M-p , and the complement of compacts of M-p , even with that I can't prove the result. Maybe it's not true. I'm not sure, if you want to use that you are welcome, and maybe it's false and I need a counterexample :/ I'll also change the name of the post

WARNING: I just noticed there are two big problems with my answer. The closed upper half plane is not homeomorphic to the space $X$ obtained by removing an open interval from the boundary of a closed 2-disk. It is true that $X$ has a continuous self bijection which is not a homeomorphism given by folding the boundary in on itself, but $X$ is not locally compact so my example does not solve your problem. However, my link is still relevant because Jim Belk's answer on the same page exhibits a continuous self-bijection of a locally compact space.
As has been pointed out, the spaces obtained by subtracting a point from a compact Hausdorff space are precisely the locally compact Hausdorff spaces. So your question can be rephrased as follows.
This is possible even for as nice a space as the upper half plane$\mathbb{H}^2 = \{ (x,y) \in \mathbb{R}^2 : y \geq 0\}$ (a manifold with boundary!).We can also identify $\mathbb{H}^2$ with a closed 2-disk minus a point on the boundary.
Or, more usefully, a closed 2-disk with an open interval subtracted from the boundary. Now there is a clear self-bijection given by tucking the boundary in on itself and this is not a homeomorphism. For a picture, see my answer here.Are continuous self-bijections of connected spaces homeomorphisms?