Hi. First many compliments for you theme. It's very nice!
I'm not an expert on this, so I want to know how to change the apparence of the <ul> and <li>. The standard configuration show a vertical grey rectangle. I want instance of this I want a dot or a small fully circle.
Thank you very much

You will have to override the CSS styling by using the CSS/HTML options - it partly depends on if you want ot have ALL ul/li the same (if you use ul/li in your posts for example) or if you specifically only want to change the widget ul/li.

To change the widget ul/li you will need to override the following:
.widget ul li

NOTE - it gets more complicated to add in other things like bullets - you need to make sure the images are available, etc.