Thierry,
The lead screws on the handibot have a teflon coating and should not be greased. If this coating were to wear off, the silver color of the screws would start to show through the black teflon coating. However, even on the old tools that we have running constantly here in the shop, the teflon coating is still effective.
The rails can take a light oil (like 3-in-One oil). You'll just want to apply oil to the rails and move the tool back and forth. Any thicker grease will mix with your sawdust and start to make a paste that might cause more problems for the bearings. Keeping the tool clean is the best way to maintain those bearings.
Brian