Thank you for this quick answer.
I rapidly had a look on this two solutions, and here are my comments:
1.) Using the editor.css file
It does what I was expecting except one point:
-> it only detects the "class" attribute in the css file (".sample{...}") and not the "id" ones ("#sample{...}") thus, cascaded classes after and id ("#sample1 .sample2{...}") are not detected. Is it normal ?
2.) Adapting the "modules/fckeditor/wb_config/wb_fckstyles.xml" file
Well, I succeded to create a style with particular attribute, for instance:
<Style name="Sample" element="span">
<Style name="color" value="yellow" />
</Style>
But this will save the page with the style attribute (here the color) WITHOUT using my CSS file where a class "sample" is defined by
.sample{color: yellow; }
And of course, if I want to change the look and feel of my website, changing the CSS file will not be enough.
I don't know how to create a style in the "wb_fckstyles.xml" file which is going to use my CSS file. Is it possible ?
Once again, thank you Matthias for the answer, and RuudE, I noticed (by chance) that clearing the cache was needed to take the changes into account (not so user-friendly when developping...) and I lost some time on that... so thanks for reminding !