Bonjour Benoit,
It looks as if therion can not survex's 'cavern' command, although that may be a warning and not a failure. The last message indicates that therion didn't find a thconfig file in the current working directory, c:\Program Files\Therion in this case. You may need to add 'c:\Program Files\Therion' to your PATH environment variable, so that you don't need to be in therion's install directory to be able to run it (neither would you have to specify the full path). If you do this, you will be able to navigate to where your survey data is located and run therion from there. Assuming it finds a thconfig file, you should be able to make progress.
Sincerely,
Jonny