In Admin/Tools/More I found the Sopport tool. It is its description:
The Support tool integrates with the Ticket tool to provide customers a support ticket system for submitting and following issues, bugs, and feature requests. Customers get a personal view of the tickets that they submit.
Unfortunately, I don't see that users can vote up/down the features (or bugs) they prefer. Is it possible to do it with Assembla or we must use an external tool?
There is no tool in Assembla for directly voting on features. You are looking for a tool such as Uservoice - which you could then embed in a custom tab in your Assembla project.