Objects do not inherit visibility rules by assigning Projects. You need to either set up Spaces or manually edit Policies on each task that you need to restrict visibility on,

https://secure.phabricator.com/book/phabricator/article/projects/

You can also read up on T8434.

To manage who can seen an object, use the object's policy controls, Spaces (see Spaces User Guide) and Custom Forms (see User Guide: Customizing Forms).

I understood how custom forms work but I don't understand how I can implement spaces after creating them in the Spaces application (sorry for asking again).

It's per object. So when you create an object, like a task, assign it to a space under Viewable By:

Thank you for your help, it is working now.