How do you call the concept or the process of designing sprites in 2d graphics program, assembling them in that program and exporting them for your game?
I need that kind of program but I can't think of the correct terminology to search for it.
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It sounds like what are looking for is a level editor (or map editor). There are various kinds of level editing tools; we often qualify them by the type of data they edit.
For example you’re probably looking for (based on some info that was edited out of the question) a tile-based or tile map editor such as Tiled.
Also note that you don't need a level editor, necessarily. Plenty of people make tile-based games just using text editors to define the level data (using characters:
# represents a wall,
. a floor,
S a character spawn, or whatever).