> Is there a referrer option ?
Yes

> How does it work (=how does it fill those infos) ?
The option --referer allows to define a *default* referer. 
But most pages will have their referer set to 
their "parent" (that is, the file which contains the first 
reference of the link)

 %R  default referer field sent in HTTP headers (--referer 
<param>)

Some sites are very strict concerning referers, however, 
and sometimes the default handling does not properly work..