#1 : Import media ( photos) I still have the box " Have a media link to share" while i set URL Link to NO in the plugin
That's link sharing. Edit your gallery that you don't want link sharing within CB Gallery > Galleries then under Create toggle off links for the different media types.
#2 : Photo gallerie viewer : I do not retrieve the button to get EXIF data I had with CB Gallery v2 - Where can i find the setting ?
Same place as your #1. Galleries are entirely configured from that page. Review the settings carefully. Under the Validation tab in the Photos section you can toggle "Collect EXIF" on/off. Note EXIF data cannot be collected if you're using client side resizing.