I'm answering my self:
In fact we can change permissions modifying in the database the field "modules" in the "sys_user" table.
But... there are not a interface to set permissions?
Yes, there is an interface here:
Log on as an Admin -> System tab ->Edit User (Left menu under the "CP User" label) -> Select a user
And then we will have a UI to change the modules BUT there is a message saying:
WARNING: Do not edit or modify any user settings here. Use the Client- and Reseller settings in the Client module instead. Modifying or changing Users or groups here may cause data loss!
So I go in the "Client and reseller" settings but I don't find the UI to change access to modules. The question is where I can safely change the user permissions?