> when HTTrack is copying a website, if it find a link
> that send you at google.fr OR google.com for
> example, that HTTrack replace google.fr or
> google.com by youtube.fr (totally dummy example I

You can't have it replace it, but you can get a warning page when you click on
external links. 
options -> build -> no external pages = checked.
If you really need to change the links then you can search for and change the
...\external.html?link=http://ORIGINAL_URL