Hi @andrea.pannitti 

1) Do I need to install the Cloud side plugin before performing the migration?

For a seamless migration experience, Lucidchart Cloud plugin installation is not a prerequisite. Instead, install the Lucidchart Diagrams Connector for Confluence Cloud post-migration.

2) Are diagrams brought in automatically or do pages need to be migrated by hand?

Lucidchart diagrams aren't automatically migrated via Atlassian's Cloud Migration Assistant. You'll need to manually convert or re-insert them in Confluence Cloud

To learn more - Lucidchart macro was imported from Confluence Server and needs to be converted | Community

Lucid chart failed on force conversion after migration to cloud | Community

3) Is there a way to know the pages where these diagrams are present?

To locate pages containing Lucidchart diagrams in Confluence, utilize the platform's search functionality to find pages with the Lucidchart macro.

Simply enter relevant keywords or macros in the search bar to retrieve a list of matching pages. Furthermore, following migration, pages with unconverted Lucidchart diagrams will prominently display a notification message: "This Lucidchart macro was imported from Confluence Server and needs to be converted by your Confluence admin." This clear indicator helps administrators identify pages requiring conversion to ensure seamless functionality.

Hope this helps - Happy to help further!!
Thank you very much and have a great one!
Warm regards