When I finished the movement, change facing....the SM can activate a terrain card in front. The activation means I need to use a Support token, or I can activate without them? I know the Door is an other thing, but the how can I activate the Control Panel?
If you have played the 'move & activate' card, you do not need a support token to activate the door/control panel/other, you gain an activation as part of your turn by selecting that card. With the door you place a support token onto the door from the pile of unused support tokens, if any remain- you don't have to (and can't) use a support token from the Marine who made the activation. The tokens stick around until you travel, so you can activate the door multiple times to stack up multiple tokens on the door- very handy for taking care of `stealers when you travel.
The Control panel will only appear in rooms where there are some instructions on the room card about what the control panel does. You activate the control panel the same way you activate the door (using the move+activate order), then follow the instructions on the room card.