I have been using a trainer for a year now, and i m trying to do some running also. Is It such that zwift never change the threadmill Speed like it does for the bike Power, no matter what the training mode? Is the user that has to change It manually?

If you are referring to grad resistance, no, you have to manually adjust the treadmill incline or refer to this link for an app. Auto Incline On Treadmills - Fully Working

No i refer to Speed, i mean in those training sessions where you have a running program Just like the ones of the threadmill itself, should the Speed be changed automatically by zwift?