How to interpret results of Fourier transform by using Python
The array contains 17 complex number : does it mean that my signal can
  be approximated by a superimposition of 17 harmonics?


16.

The first component is the DC component.

Note that this is not specific to your signal. Any real sequence of length 32 can be decomposed as 1 real DC component, 16 complex amplitudes, and 1 real amplitude (32 real number ins, 32 real numbers out).


  Are these numbers the power of each harmonic, or what?


They are the complex amplitudes.


  are they ordered by the frequency order, or by power? Let's say I want
  to put to zero the higher orders


They are ordered by frequency.


  which ones should I put to zero?


The last ones, but why would you want to do that?