With a big "thank you !" to Nabilla for her great help on my case, here is the solution for the bug I encountered.
What was my problem ?
An entity was incompletly created in Efficy 2014. We had to manually create fields and data in the database. But something was wrong in the Office integration.
In the tree of entities in the Word Add-in wizard, our new entity "Site" was not displaying correctly :
This was due to a wrong input in SYSRELATIONS, in the KJOINTABLE field. Here is a screenshot pf the wrong input ("50033", on the last line) :
Here is a screeshot of the correct data ("33050") in DbEditor :
Since then, everything is ok ! :-)