each answer, I've found to the topic about says that I just need to add a UIButtonType.DetailDisclosure button to the right, and then this method would be notified:
func mapView(mapView: MKMapView!, annotationView: MKAnnotationView, calloutAccessoryControlTapped control: UIControl)
This method would be notified no matter if I click on the button or on the callout itself. Well in my case, the method will be notified if I click on the button, but not if I click on the callout.
This is the code I use to add a button. As you can see I've added a custom image, but this doesn't matter. It also won't work with a plain button.
let rightImage = UIImage(named: "rightIcon")
let rightButton = UIButton.buttonWithType(UIButtonType.DetailDisclosure) as UIButton
rightButton.setImage(rightImage, forState: UIControlState.Normal)
rightButton.frame = CGRectMake(0, 0, 16, 16)
pinView!.rightCalloutAccessoryView = rightButton