I set up a personal web server and I'm tryng to install October CMS on it, but during "Building configuration files" the installere return me this error. The user I used to access the database is not the root and, by the way, the root user have a password...

What's the problem here?

It means the file /app/config/database.php was not written to correctly, make sure it has correct permissions and is not corrupt.

Ok thanks, but where is this file? I'm using Ubuntu server and I can't find it.

There's no way for us to know the complete path to your personal web server installation, however the file is located within the document root directory where you installed OctoberCMS.
In Ubuntu I wouldn't be surprised if you found it at /var/www/october/app/config/database.php

I tried to set up permissions to -rw--rw--rw but nothing happened, then I tried to modify manually the file adding the informations about my database and it says that some table don't exists..

[SOLVED]

I make a clean installation (without project or plugins) and now it works