Is there anyone know what effect used here?

Reverb. http://en.wikipedia.org/wiki/Reverberation

Can you please help me with the settings? :smiley:
I’m still a newbie

There are lots and lots of different reverb effects, all with slightly different character. Audacity includes one reverb effect, but many alternatives are available as plugins.
You will find the included reverb described in the manual here: http://manual.audacityteam.org/o/man/reverb.html
Have a read through that, then play/experiment with it to find settings that you like.