Finally, I found a solution with the code of Stephen and some modifications in jelly files.
So, I have two class ZAProxyBuilder and ZAProxy with two config.jelly respectively.
In the first config.jelly file (i.e in the ZAProxyBuilder package), I include the other file with the following code :
<f:property field="zaproxy" />
where zaproxy is the name of my member in ZAProxyBuilder class. And, in this second config.jelly, I fill the field normally (i.e with the name of member in ZAProxy class).
It works perfectly but I don't understand why the following code :
<st:include page="config.jelly" class="fr.novia.zapjenkinsplugin.ZAProxy"/>
doesn't work. This code includes correctly the second config.jelly file but it doesn't create a new instance of ZAProxy class. If anyone have an answer of this problem, i'm interested ;)
Thank you guys for your help.
Regards,
Ludovic.