Hi, you can see a test site here: test994.altervista.org/index.php/k2
As you can see there is a test article with the title "K2 test article". I've setted this article as "Featured"
If you click on "Read more" now next to the title appear the message "Featured".
How can I let's appear that message next to the title even in the main page: test994.altervista.org/index.php/k2 ?

There is an option for this in the category settings located under Item view options in category listings. It is called 'Featured' notice (next to title).