Hi Maatary,
I think federated queries in Stardog and federated queries as per SPARQL 1.1 are different things, although I may be wrong.
When C&P talk about federated queries, I believe they're talking about transparently re-writing a normal SPARQL query to run against potentially multiple backend triple stores as if they were one virtual triple store.
In SPARQL 1.1, the SERVICE keyword was introduced in order to allow for a limited form of explicit federation over multiple SPARQL endpoints.
Again, I could be wrong, but I think you should be able to use something like Jena's ARQ libraries to execute SPARQL 1.1 federated queries using SERVICE [1] and have them run over Stardog SPARQL endpoints. I've not tried this though.
Alex.