What privileges should be set up to connect with the Visual Studio with Production Enviroment. Now I'm writing my code at SharePoint Foundation, but after it I want to migrate all to the production enviroment.
You're not supposed to deploy straight from Visual Studio to the production environment.
The proper way of working (AFAIK) would be to build packages in your development environment, then deploy the .wsp files on the production environment using PowerShell. In the case of sandboxed solutions, you can do it with the SharePoint UI instead.