Yesterday, I set one of the members to be moderators on my forum, but he has no access to the administration panel.Here what I do.
1.Administration panel
2.Users & Groups
3.Users
4.Search Users
5.Find User
6.Permissions
7.Check the box "moderator"



On these two pictures you can see that with me at the bottom of the page is an option "Go to Admin panel" ,
and on page of my moderator this option does not exist.Can someone help me with this?Without this option moderator can do anything.

Well you need to add him/her to the Users & Groups -> Group Administration add them to the group with the crown and save.

only Administrators can use Admin CP and not Moderators.
You need to make him admin if u want him to use admin CP.

Please read these topics and you'll know what is a moderator:
https://help.forumotion.com/t16012-designate-moderators
https://help.forumotion.com/t10773-guide-to-mod-tools