Thank to the Chemoinformatic's Strasbourg Summer School Knime tutorial, I have discovered that it is possible to load files directly in the workspace. Like this, when you want to share a workspace, it is possible not to worry anymore about sending the input files. You can just create an archive of your workflow group containing the files and the workflows.
Even if, according to me, it is not perfect, that is a good point. However I did not undertand why I could not load my files with my Knime instal and I think I found the issue.
When, one uses the default Knime workspace which in the Knime directory, in the Workflow Projects tab, you have access to EXAMPLES and to LOCAL. In LOCAL you can make a group and simply put your files inside it. However, in my case, I do not use the default workspace but instead I have a workspace directory in my home. In this way, I do not have any EXAMPLES or LOCAL.
Is there a workaround to still load files in the workspace when you do not use the default workspace?