Solution : https://service.sap.com/sap/support/notes/368963 (SAP Service marketplace login required)
Key words : 
tools -> internet options -> advanced -> section security -> check, tools -> macro -> security ->tab page trusted sources, tools -> macro -> security -> tab page security level, files found start ms word set, close ms word start printing, button <install certificate> follow, macro security level, tab pages <general>, terms macro security, macro error reason
Related Notes : 
       
| 397217 | Knowledge Warehouse 5: Support Package 8 | 
| 368861 | KW and security levels under MS Office | 
| 368239 | Knowledge Warehouse 5: Support Package 4 |