(1) We are an Italian team ... How it work copyright music in game developing?
(2) Which are the law about copyrighted music in a game?
(3) What i need to do if i put in copyrighted music?
1- The law is different in every country. I don't think any of the regular members on the forum are familiar with Italy's law specifically. Before you release the game, if you never show it to anyone else, you can generally use your own collections of music to hold the place of the final music. It is only when you start showing people outside your team that you need to really worry about it.
2- At the most basic level, copyright law in all nations that matter to game development is that if you did not create it you need permission so you can distribute it or perform it. Otherwise you have no right to use it. There are some special rules around music that allow companies to pay a standard rate, but those laws depend on the country you are in.
3- You need to either create original music yourself (or hiring people to do it). Or you need to get permission to use it from whoever owns the rights. Or you need to be prepared for a lawsuit that will probably crush your dreams or destroy your business.
The costs for music infringement tends to be extremely high. Music is clearly identifiable so infringement is quite likely to be discovered. You really need a lawyer familiar with copyright law in Italy to advise you on the specifics.