When the power off and I'm spinning the stepper motor by hand (careful), on the driver panel the motor's both led ("motor is running" and "24V power on") light up,
Do I need something (diodes) between the motor and driver to prevent my circuit or it's all right?
Because I read motors can make damages if they work back way.
When you spin a stepper (or a DC motor forthat matter), it acts as a generator and may generate very high voltages, depending on the windings of the motor and the speed of "stepping" it by hand. Most "generator" flashlights (the ones where you either charge it or drive it directly by a handle) use either a stepper or a DC motor.
The same happens when you drive a motor and cut the power to it while it spins and even more so if you, while running it, reverse the direction without stopping it completely.
I'd assume that the driver you use are built to handle it, if you bought it for the purpose, but since you don't mention what you use to drive it, there's no way of telling, so please link to it if you want an assertion.