Hello Roberto_Bettinelli
You will need the correct Project Online license on the tenant - from memory you will need at least one Project Plan 5 license to be able to create a new Project Online PWA Site Collection but worth confirming with a licensing expert. Also to manage and set up the PWA site collection once it is provisioned will require the user to have a Project Plan 5 license, other users will need either a Project Plan 1, 3 or 5 license depending on their roles / access. Here is the Project Online service description document that details the features and licenses required: https://docs.microsoft.com/en-us/office365/servicedescriptions/project-online-service-description/project-online-service-description#project-online
Here is the Microsoft getting started guide: https://docs.microsoft.com/en-us/projectonline/get-started-with-project-online
Paul