What is called in English the paper with the list of marks of the subjects exams, that students get from the university in the end of the year? I have friend from Nigeria and he called it "transcription". But when I told it to other friends who are native English speakers they didn't understand what I am talking about.
You are talking about a transcript.
Although, I honestly have never received a "paper" with my college grades. Usually, if you are dealing with institutions like school or jobs, you will have to ask for an "official transcript". This is usually a sealed hard copy to prevent tampering. But nowadays, everything is electronic, so I don't think students usually handle a transcript themselves. The school or some online services will handle the official transcript for you. If you are allowed to view your transcript online and print a copy yourself, that copy is usually referred to as an "unofficial transcript".
In high school, or earlier, I remember receiving a paper. This was called a report card. There was also an official transcript, but that too was handled by the administration. You could also ask for an unofficial copy or an official copy.
In the US, children 18 and younger receive "report cards" or "progress reports" detailing their grades about four times a year. In college, you have a "transcript." This keeps track of every grade you have ever received since starting college. Also, if you are applying to jobs after college, internships, or applying to another university, then the employer will likely want to see your official transcript - the transcript that is sent directly to them from the university so that you cannot fabricate better grades.