When, on the flight plan, at the page F-PLN, you search the STAR matching to the landing runway, have I to take ILS RWY or VOR DME RWY ?
I’m not sure if this is the point of your question, but an ILS approach gives you vertical guidance to the runway. A VOR/DMA approach does not. It only give you lateral guidance to line up with the runway.
EDIT: I should have said “electronic guidance”. A VOR/DMA approach chart gives you a set of steps to descend where with the ILS you have an electronic beam you follow.
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Thank you, your answer is very clear.
Agree with @MikeB54331 but the positive of the VOR is you can do that with a VFR flight plan. The ILS runway requires an IFR flight plan. I prefer VFR for most flights as I like to fly low and bask in the scenery.
Yes and no. Both the ILS and the VOR/DME are instrument approach procedures designed to be used during IFR flight. If you are flying VFR you will enter the traffic pattern based on the entry instruction the tower controller gives you. “N6481L, enter left base runway 27”, as an example. However, that doesn’t preclude you from asking for a “practice approach” under VFR. You don’t even have to have an instrument rating to do that and you can do it with any published procedure.
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Exactly as @MikeB54331 explained. 
The workload during a VOR approach is considerable higher than during an ILS approach (especially if you are simulating single pilots operation).
The minimum is also higher, which needs to be considered if the weather is really bad.
Well I agree but I use the VOR to help me find the airport then I follow the ATC landing instructions. Normally when using VFR they won’t assign you a runway that uses ILS/VOR/RNAV. But you can ask as you mentioned but the VOR is also good for finding airports as an alternative to using GPS or visual markers.
Using a VOR to navigate to an airport is different from fly a published VOR/DMA instrument approach.
IT’s completely self-evident !