Thank you very much, it's now working perfectly.
Maybe you should have a look at the User Guide which indicates:
Configuring Captive Portal via the WebUI
1. Navigate to the Configuration > Security > Authentication > L3 Authentication page. Select Captive Portal Authentication Profile.
a. In the Captive Portal Authentication Profile Instance list, enter the name of the profile (for example, c-portal), then click Add.
b. Select the captive portal authentication profile you just created.
...
3. Select the AAA Profiles tab.
...
b. Select the AAA profile you just created.
c. For Initial Role, select the captive portal authentication profile (for example, c-portal) you created previously.
Or maybe I'm just missunderstanding this part.
Anyway, thanks again !
Have a nice day.