Research fund for PhD students in Italy
but what I wonder is if I can transfer these money to my stipend if I don't use it totally?


No, usually you can't.

In Italy, typically, funds cannot be transferred directly to non-employees (a PhD student is not an employee of a university), and only certain funds, like those coming from research contracts, can be transferred to employees. In the latter case, the payment should be approved by the department.

Moreover, as a PhD student, you are probably not even directly responsible of those research funds, which are probably under the responsibility of your advisor.