Can anyone link me a well-explained tutorial on how can I sign my BTC address without a BTC wallet, I mean, an online wallet.
You cannot sign using your BTC address if the online wallet you use doesn't give you the private key of your own bitcoin address(coins.ph for example doesn't give you access to your private key). If you do have access to the private key of your BTC address, use brainwallet.github.io section tutorial on the thread that was given by o_e_l_e_o it has the complete tutorial on how to sign a message.