Import users into Drupal with data from a CSV file
I think that I can make an import directly with a MySQL script but is
  it possible with Drupal (I know I can insert datas directly into
  database but U don't know if Drupal system will allow that method)?


Instead of MySQL this would be a Drupal method to insert users by using the Entity API:

$user = User::create([
  'name' =&gt; 'foobar',
  'mail' =&gt; 'foobar@example.com',
  'status' =&gt; TRUE,
]);
$user-&gt;save();


So if you don't want to use Migrate there are other ways for such a simple import task. You can use a php library of your choice to fetch the data and then add the user entities one by one. I answered a similar question for importing nodes at a time when Migrate was still in alpha: Is there a way to migrate only nodes?