You can put please in any of those three positions. By the way, I presume you meant 'doubt', rather than 'dude' (!).

Please, can you help me? Can you help me please? Can you please help me? Would all be correct ways to write this.

Ciao Samantha, You can use please in all of those places. They are all correct, but where the word 'please' is placed in the sentence and how it is spoken may alter the emphasis of your meaning. Please can you help me. PLEASE, can you help me! Can you help me, please. Can you PLEASE help me!

the second one is more formal.

LOL! Thanks to Su.Ki I looked up for "dude" on my dictionary. So funny mistake :) (and sorry for my English, *please*!) :)