Ok so I found my error and I need to apologize for having taking your time for such a mistake!
At least I hope you'll laugh :-).
I add already some experiment on my breadboard, so I rotate it from 90°C then I connected the resistors on the breadboard but in such a way that the current didn't go through them but directly through the breadboard, effectively burning the LEDs.
At least I bought two of them because I was expecting something like that... I learned quite a few things (stop on the first burned thing, and think TWICE, check the data of the manufacturer etc).
Thank you all for your help.