Is it possible to use a user display form in a page? I've seen that it's possible to create different user display form here : 

/admin/config/people/accounts/form-display/my_infos_form

How can I call it in a particular page for instance : /my/infos ?

As we have a lot of fields, we would like to separate the user edit page into multiple form page.
Unlike view modes there is no UI in core to apply different form modes other than the user register form. You can try one of these modules:

https://www.drupal.org/project/form_mode_control

https://www.drupal.org/project/form_mode_manager