Be careful with the use of a shield, ICSP connector is needed, MISO, MOSI and SCK come from there.

Fred

It seems working now !

It remains 2 warnings :

C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp: In function 'void flush(SOCKET)':
C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp:316:19: warning: unused parameter 's' [-Wunused-parameter]
void flush(SOCKET s) {
                  ^
C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp: In function 'uint16_t igmpsend(SOCKET, const uint8_t*, uint16_t)':
C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp:322:11: warning: variable 'status' set but not used [-Wunused-but-set-variable]
  uint8_t status=0;
          ^~~~~~
 

thank you all for your help.

socket.cpp file belongs to the old version :-(

It remains only 2 warnings now :-)

C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp: In function 'void flush(SOCKET)':
C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp:316:19: warning: unused parameter 's' [-Wunused-parameter]
void flush(SOCKET s) {
                  ^
C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp: In function 'uint16_t igmpsend(SOCKET, const uint8_t*, uint16_t)':
C:\Program Files (x86)\Arduino\libraries\Ethernet\src\utility\socket.cpp:322:11: warning: variable 'status' set but not used [-Wunused-but-set-variable]
  uint8_t status=0;
          ^~~~~~
 

I had not updated the right repertoire with the new library, now I have compilation errors.

Here are the the first 2:

C:\Program Files (x86)\Arduino\libraries\Ethernet\src\socket.cpp:56:46: error: no 'void EthernetClass::socketPortRand(uint16_t)' member function declared in class 'EthernetClass'
void EthernetClass::socketPortRand(uint16_t n)
                                             ^
C:\Program Files (x86)\Arduino\libraries\Ethernet\src\socket.cpp:63:67: error: no 'uint8_t EthernetClass::socketBegin(uint8_t, uint16_t)' member function declared in class 'EthernetClass'
uint8_t EthernetClass::socketBegin(uint8_t protocol, uint16_t port)
 

I tested the SPI bus by looping pins 11 and 12, so the problem comes from the Ethernet library

How can I already test the communication SPI?