I noticed when I use the Footnote (text in grey) the explanation of the footnote doesn’t appear on the right page but on the next one.
I probably do something wrong. But what?

Could you clarify what you mean “the explanation of the footnote”? Is this something in Scrivener itself, or are you referring to after compiling—how it shows up in your word processor? If it is the latter, it may be a setting there—we don’t actually set where footnotes appear at all. They are printed in the text at the marker position itself. It is up to the word processor or layout engine to then take that text and lay it out on the page.

I speak about something after compiling. For example, if on one page I add a footnote, after compiling the footnotes appears at the end of the document. And not on the page I put it.
I don’t know if it is clear…

I believe I understand the premise of the problem, but I can’t really offer any suggestions as I don’t know what format you are using, or what software you are opening the compiled file in, etc. I can only repeat that Scrivener doesn’t place the footnote anywhere, it is not aware of such things as pages. That all happens when you open the RTF file in a word processor, while it is being displayed in such an environment. As such, I think you need to be looking at your word processor’s settings, rather than Scrivener.