Perfect, thank you !
How to use Stockfish ?
Unless you are a GM, there is not a lot of reason to feed arena a different engine. It comes with a strong one already, and while you can swap it to stockfish, there isnt much point. I think the default is rybka (?) but going off memory here.
@ Jonnin the in house computer is weaker at endgames. Whether you are a GM or not will not change this.

what about the engine provided by chess.com (computer analysis) compared to stockfish or rybka ? Is there a real interrest in using Arena with stockfish as we can get quick computer analysis thanks to chess.com ?

In all fairness the chess.com engine is plenty strong enough for the majority of users here.
How do you plan to use it? this is important to know before you start. An engine cannot coach you and really should only play a small part in your post game analysis.

I guess it's better if I find them without an engine... by analyzing my game by myself, but as I have a big tactical lack I think it can help me, right ?
not sure what changing the engine behind arena has to do with the weak CDC software? The point was arena comes with a fine engine, no need to replace it. This has nothing to do with the site's engine at all.
Yes, use the engine to find things you missed. It will also point out places where you made a seemingly strong move that was actually a blunder had your opponent only seen the correct response --- I find THOSE to be the most useful thing engine analysis provides to me.

Yeah, maybe there's no need to add an engine to Arena, but if he wants to do that, what diff does it make? Maybe he likes Stockfish for some reason. Maybe he likes engines that start with the letter "S" and dislikes engines that start with the letter "R".
Sans endgame tablebases, Stockfish does have a better endgame than Rybka. Maybe for analysis, he wants that extra 300 rating points (whether he needs it or not).
Myself, I dislike the "creator" of Rybka for a few reasons, so I refuse to use Rybka.
Hi ! I would like to use Stockfish in order to analyze my games. But I dont now how it is working... I've just downloaded the Stockfish open source engine, but I need also a UCI-compatible chess program. What is that ? Where can I get one for free ? Thank you !