Dear Federico,
To use the screening function you need to enable Announce Caller(Rebound) on Forwarding Rules tab on any extension that you need to enable. Example on how that function works. Caller calls to a number extension which is forwarded to mobile directly. If you have the Announce Caller(Rebound) un-selected the call would be forwarded to mobile and the system will not announce the caller number, else If you select this option the system will announce the caller number. If you need to ask for name of the caller then you have this option the Screening Call to announce the name and caller number. So to use this option "Screen Calls by requesting caller name using an IVR" you need to do forwarding rules on extension with Announce Caller(Rebound).