> What I tried is : 
> httrack –g %L fichier.txt –O C:\test %e0
> But that doesn't seem to work!

Not %L or %e0 but -%L and -%e0 (and %e0 is implicit) :

httrack –g -%L fichier.txt –O C:\test

If you want to get these files and associated images/styles:
httrack -%L fichier.txt –O C:\test -* +*.gif +*.jpg +*.png 
+*.css +*.js