Making an EQ from cascading filters
1) Can I just casacade the filters :
  
  input signal -> processed through f1 -> ... -> processed through fn -> output signal ?


Yep, that's how you do it.


  2) Given that filters are not perfect, does the order matters ?


Probably not.  You're probably working with ≥32-bit floats on a computer processor?  So you don't really need to worry about clipping or noise floor issues.

Hardware DSPs are often in fixed-point formats, so they can clip and then it matters because you don't want to boost a frequency to the point of clipping and then attenuate it with a subsequent filter, or cut a frequency down into the noise floor and then boost it back up, dragging the noise up with it.


  3) Do you know how I can calculate the transfer curve of the EQ, from each filter's transfer curve ?


If you mean "frequency response", just multiply them together.  Or convert them to dB and then add them together. dB is logarithmic, so it converts multiplication into addition.


  4) Finally, what kind of filter is best ? From what I read, I think it's better to use high order filters instead of quadratic, so I think I should use Butterworth or Chebyshev filters. Am I right ? 


No, you should always use biquad filters and combine them in cascade to make higher-order filters.  If you search for "second-order sections" you can find instructions for making higher-order Butterworth and Chebyshev filters this way.  This minimizes numerical error from some intermediate numbers being extremely large while others are extremely small.