Thanks for writing. 
HTTrack follows links and downloads. 
Depth is # of links it "clicks". 
  (You set Depth to 3)
   .
I think this is how those 3 clicks are used up:
Project URL sometimes counts as first click.  
  Click#1: www.radio-canada.ca/hci2/TVF/index.shtml
  Click#2: number in calendar (e.g. 15th June)
  Click#3: next day (16th June) "journée suivante"
    (Images on this page count as next Click#4) 
   .
Try Increasing Depth to 5.