You must activate the module through the new Modules management screen.

ANd how to give access right called "Administrateur du module des absences réglementées " to be able to administrate this new module?

Because i'm not able to create an employee even if i'm admin

In global parameters, tab Activity, parameter "Leaves system administrator".

It's already the case, but not possible to ass employee (see attached screen)

Go to HR module screen and have a look at parameter screens of the module, especially about rights management

This is what i already did...
All checkboxes are checked for administrator (see screenshot)

Go to Resource screen, select yourself as a resource, check "is an employee"

Ok so now i appear as an employee but add button is still not available (screenshot attached)

You cannot directly create an employee.
You must create a resource and check "is an employee".
Employee are specific resources, so need to be a resource at first.

Thanks for your help as usual. Is there any user guide to understand how to use this new module?

Yes, on download page (only on french page, as document only exists ion french)