Hi Xavier,
I can think of several things:
1. Did you log off and back on after installing the keyboard layout?
2. Did you specify a language for your keyboard layout? If not, you’ll find it under "Other" in that System Preferences panel.
The simplest way to install a keyboard layout is to use the Ukelele menu option File / Install / Install for current user, log off and back on, and then go to System Preferences to activate the installed layout.
Actually, did you install it, or did you just create a .dmg package with the menu option "File / Install / Export Installer Disk Image" but never opened that disk image?