I'm sorry to ask this (probably) stupid question but I can't generate any App key.
When I log in the Eikon web-access, the App library is empty. Then I don't have any "App key generator".
Could you please help me please?
It's hard to say what's going on based only on the information provided. However, here are a few things you could try.
In addition to the solutions provided by Alex, you can also try to access the webpage for AppKey generator from the browser - https://emea1.apps.cp.thomsonreuters.com/apps/AppkeyGenerator
Login with your Eikon credentials and select the Eikon Data API checkbox before clicking Register New App.