In my Mac on the Dock is a separator which keeps the last open programs. How I can remove it? I didn't find any place in the Dock settings...
I don't want to see any apps on the right of the separator.
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Drag the folders away from the Dock and wait until the cursor changes to indicate they will be removed, and let go. You have to do this one at a time for folder stacks as Monomeeth says.
To prevent minimized windows from showing to the right of the separator, go to System Preferences > Dock and check the “minimize windows into application icon” setting.
The separator at bottom right of the dock (or at the bottom if your Dock is on the side) is not there to show your last opened programs. Instead, to the right of the separator are what's called stacks, any minimsed app windows and the Trash.
Basically, stacks are really just folders located in the Dock. By default, users will usually have a Downloads stack.
Based on the image you've included in your question, it looks like the items to the right of your separator are actually minimised app windows. These windows appear there when you choose to 'minimise' them, as opposed to closing them. In other words, the 12 icons you have between your Downloads stack and your Trash can are actually windows you still have open in their various apps, but they've been minimised instead of closed.
When you choose to minimise a window by clicking on the amber button at top left, it minimises into the dock at the righthand side of the separator (at left of the Trash can). The purpose of this is to give you quick access to it again without having to relaunch the app or reload the website, etc.
If you want to actually close the window, click on the red button at top left instead. If you want to quit the app altogether, you need to use the command Q shortcut (or select Quit from the application's name menu).
See image below for clarify:
Since this separator is part of macOS and its purpose is to separate stacks, minimised windows and the Trash, there is no way to remove it.
Your only option would be to investigate using 3rd party software to see if any of them will meet your needs. Below are some examples for you to investigate further:
NOTE: I am not affiliated in any way with any of the above products.