Thank you for the answer Diego !
Actually Intel had released the 12.6 version and removed it afterward. So now the 12.6 release is available on a few drivers websites, it is why I downloaded it.
But I found where the issue came from ! There is a compatibility problem between the Intel Rapid Technology and the Intel Device Software driver (Xeon). I can't install both of them so I chose to install the intel Rapid only.
This way it is working nicely...