Dear Fernando,
In Project Management > Overview and Project Management > Projects you find the list option 'Active Projects | Substitute For'. In this list you see the projects for which you are substitute of the project responsible. The substitute(s) for the project responsible can be maintained for each project as follows: Open a project > Team and Staffing > Team > in the table set the flag Substitute for Project Responsible for all team members who are entitled to act on behalf of the project lead.
The same setting will be considered for the projects you can see in the SAP Project Cockpit app.
Best regards,
Christian