Thank you for your help.
The plugin remove-category-url resolved my problem, thanks a lot !
I just don’t know if, on the SEO side, it’s better or not to have a Category instead of a Page. I’ll Google it 😉
Just a last detail : at the top of each Category page, the name of the selected category is showed. Is it a way to hide it ?
I use Simple Custom CSS, maybe there is a code for that…
About the free plugin to display posts with a shortcode : excellent !
That way, the code will be totally in phase and well updated with the theme.