In Sale Order Line, there is an option to write down some notes in the lines as "note". When the Sale Order is confirmed, the data is sent to stock.picking (Transfers) and the lines from Sale Order Line appear in Detailed Operations in the Transfers page, but without the note.
Where should I look for in order to customize and/or configure it to achieve such goal?
There is no differanciation of line types for stock.picking lines as for sales order lines. In sales order lines it's made by the field display_type.
Trying to imitate this feature for pickings could end in a mess. Personally i would try to get all notes and either copy them to a new notes one2many field or just in one new note text field on the created picking. Or maybe even "easier" is to compute all notes, because every picking line (stock.move) has a connection to the original sales line (sale_line_id) and so indirectly to the sales order or even directly by field stock.picking.sale_id.