Thank you for your help.
I finally made it !
I installed Active Python and restarted my PC.
I didn't need to unzip
www.freedict.de_eng-fra.dz
The Penelope folder has to contain the dictionnary files and has to be on the same drive as Python (may seem obvious, but I made the mistake, so...).
I finaly end up using Babylon dictionnary that I found
here . The other one is too small. Babylon has actual (small though) articles. Whereas the other dictionnary just provide a one word translation, and miss many many word.
It's unfortunate Cybook are not moving their butt to provide us a user friendly tool to get and convert dictionnaries. It seems like they don't care about their customers too much.
But anyway, no I'm gonna be able to improve my english reading simple english books. Yea ! Gonna start with this childish novel I heard about : Charlotte's web.
Thank you Doitsu and AIPe.