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I would like (if possible) to read the exact trade made in a transaction where and address interact with Uniswap (or other DEX) using web3.

Using Etherscan is quite simple to read the tokens swapped in a transaction, see for example https://etherscan.io/tx/0x28dc4fd2364440a60a2e027de0f9b3d77cb1420ecd8662637224e5f5ecb9695a in transaction action.

My final purpose would be that for a given transaction extract the same information.

Thank you in advance!

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You can get a transaction by it's hash via calling getTransaction. The returned object contains all the details you see in block explorers like Etherscan.

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