So, i´ve found how to configure the option.
Maybe it´s useful for other users:
Add the line in "/usr/share/zentyal/stubs/mail/dovecot.conf.mas"
in the "plugin {...." part
sieve_max_redirects = 20
Also uncomment this line in "etc/dovecot/conf.d/90-sieve.conf" and set the value also to 20 (or any other value you want to configure).
In my case, it only works, if both config - files are modified.
Wonder why, but it´s a fact.
Restart your whole system - restarting of dovecot service is not enough!