>    . I didn't know how to specify the 'mht' 
instead 'htm' ! 

You mean download mht files, or transform into mht files?Download mht files:
Set Options / Scan rules: +*.mht
Transform the site into mht: Only highly experimental yet (-
%M engine option)

> There's no documentation about it !!!!

Yes, still experimental :)

>    . which schema could I use to copy the example URL 
with 
> only one command (I wrote 10 lines for 10 pages)

It depends on how many pages you want.. generally default 
setting should be fine ; but you can change them using Scan 
rules, or other options.

>    . there's a lot of images in this URL that HTTrack 
does 
> NOT load !!! 

Set Options / Scan rules: ensure that you have rules such as
+*.gif +*.png +*.jpg