I have two select field, values of the second depend of the value selected on the first select field, and when change value of the first second, second field change too according relations defined on ORM.
That is a frontend operation, requiring javascript to do an ajax call to a rest controller to retrieve the related data based on the selection and after filling the dropdown, enable it.
More a jQuery thing than a Fuel thing, and as I don't do frontend (a lot), its not really my thing. But I think there are plenty of jQuery examples to be found on the internet.
No, Fuel doesn't provide anything frontend, as there are 1001 solutions, and everyone has his/her own perference.
To create an API, your controller must extend either Controller_Rest (if all actions are APi methods) or Controller_Hybrid (if you mix web actions with api actions). Have the API return an array, the controller will convert that to the format requested (usually JSON).
REST methods need to return an array of data. The response methods in the Hybrid or REST controllers will convert that array to the required output format.
Note that by default, it uses the HTTP Accept header to determine the return result. Which means you can't test it with a browser, as that would as for "text/html", and an array can't be respresented in HTML (in development mode, it will use var_dump() to dump the array), so you get an error.
Either disable Accept header checking in the config, or hardcode the return type to JSON, or use something like Postman to test your API.
Assuming your request goes to /admin/producto/modulos/<marca_id>, that should work fine, unless you have a route that prevents that URI from being accessed.