Is it possible to change this with a simple change in a configuration file or in a script file ?
No, they must be named as is for Galaxy to find them. You could, however, create symbolic links to files and use an extension of your choice.
Or, must I write my owner script, and if yes, how can I configure Galaxy so that it launches it automatically after one application like MACS for exemple which have a file configuration : macs.xml in the tools directory? Because I've tried to add a line like this in this file : <command interpreter ="perl"> mon scrip.pl</command> I've placed it after the line <command...> which launches the MACS script, but my script seems not work.
It's not possible to launch Galaxy automatically on local files. You'll need to upload the file to Galaxy and run the tool using the uploaded file as input. Hopefully I answered your question; if not, can be more specific about what you're trying to do? Best, J.