This function in the HEAT p2p server wallet, can I trade directly in the P2P wallet? but if P2P happens what will be the currency of exchange? BTC, ETH? Thanks 
You can trade assets on HEAT blockchain directly p2p.The only native cryptocurrency asset on the HEAT blockchain is the HEAT coin.
Any other assets are tokens, which you need to obtain by transferring your genuine crypto to a gateway that converts it to HEAT asset.
BTC gateway is seamlessly integrated to the Heatwallet UI and accessible by clicking the DEPOSIT BTC button on relevant DEX screens.
To trade with BTC you may have stored on your Bitcoin Heatwallet, or any other Bitcoin wallet, you need to first transfer these cryptos from your Bitcoin (Heat)wallet to the HEAT assets by clicking on the DEPOSIT BTC button.