Ok, I made three screenshots to clarify the situation for you guys.
1) The directory F:\ : as you can see there is no ENABLE_DIAGS file.
2) The directory F:\diagnostic_logs : there's the famous file I created (and which I copy there everytime after I reboot the kindle).
3) The MfgTool: well, I selected the USB port of the Kindle in the "Configuaration" menu and then I picked the choice "Kindle main" and then clicked "Start". I tried a few times, waited for a long time and nothing happened so I just closed. Is it supposed to be that lengthy?