We have investigated the nonlinear propagation of light in photonic crystal fibers filled with nematic liquid crystals. We analyzed a configuration with a periodic modulation of the refractive index corresponding to a matrix of waveguides. Matrices of coupled waveguides allow observing a variety of new phenomena both for low power light beam propagation and with an existence of nonlinear effects. The opportunity for the creation of solitary waves caused by the interplay between diffraction and nonlinear effects in these kinds of fibers is investigated. At low power the propagating light beam spreads as it couples to more and more waveguides. When the intensity is increased the light modifies the refractive index distribution, inducing a defect in the periodic structure. The creation of such a defect can lead to a situation in which the light becomes self-localized and its diffractive broadening is eliminated. Eventually, in the case of positive Kerr-type nonlinearity, a discrete soliton can be created. In the case of negative nonlinearity the refractive index decreases with the optical power and can lead to bandgap shifting. The incident beam, with a frequency initially within the bandgap, is then turned outside the bandgap resulting in the changing of the propagation effect for the discrete diffraction effect. As a consequence the delocalization of the light can be observed.