gistfile1.php

#
# ClientsController
#
# I have this Client table, and User table, need to create a user(login/password) when creating a client
#

public function add() {
    	$client = $this->Clients->newEntity();
    	if ($this->request->is('post')) {
    		$client = $this->Clients->patchEntity($client, $this->request->data);
    		$client = [
    				'user' => [
    						'username' => 'teste',
    						'password' => 'teste'
    				]
    		];
    		
    		if ($this->Clients->save($client)) {
    			$this->Flash->success('The client has been saved.');
    			return $this->redirect(['action' => 'index']);
    		} else {
    			$this->Flash->error('The client could not be saved. Please, try again.');
    		}
    	}
    	
    	$regions = $this->getRegions();
    	 
    	$this->set(compact('client', 'regions'));
    	$this->set('_serialize', ['client']);
}

Try

public function add() {
        if ($this->request->is('post')) {
                $this->request->data['user'] = [ 'username' => 'teste', 'password' => 'teste' ];
                $client = $this->Clients->newEntity($this->request->data, [
                    'associated' => [ 'Users' ]
                ]);

            if ($this->Clients->save($client)) {
                $this->Flash->success('The client has been saved.');
                return $this->redirect(['action' => 'index']);
            } else {
                $this->Flash->error('The client could not be saved. Please, try again.');
            }
        } else {
            $client = $this->Clients->newEntity();
        }

        $regions = $this->getRegions();

        $this->set(compact('client', 'regions'));
        $this->set('_serialize', ['client']);
}