Since it works on linux, there are a few Windows-specific quirks that might help:
Make sure that your dxf file is local (not on a shared drive)
Make sure that you do not have any KiCad files on a Google sync directory (or similar)
If you do use this, please try with the syncing disabled
Also, try with “Exporter toutes les splines comme polylignes”. Splines are relatively new in KiCad and may not work correctly in Windows or with your version.
OK, I managed to fetch your .dxf files.
I can open then in LibreCAD, which uses very similar code to KiCAD and the board outline is about 250mm square.
When I import into KiCad 5.0.1_3 on Windows 10 the outline is visible, but bigger than the A4 sheet, which it should be at that size