Merci pour tes encouragements :) !
That nothing happens when clicking "Import patch" or "Import bank" on Windows is a problem, it's supposed to work. While we're fixing that, you can still drag and drop patches and banks from the Windows Explorer to the Editor window and it should still work.
The MIDI input and output you need to select in the Editor are those that correspond to the Anyma Phi. If you want to use your keyboard while still plugged into your computer, you would need to use a program such as MidiOx (or MidiPipe on macOS) that can forward a MIDI input to another MIDI output. Or you can simply plug your MIDI keyboard directly to your Anyma Phi. The Editor is a kind of remote control for the Anyma Phi, nothing more.
This looks like a Windows limitation, and if so, there's nothing we can do and it's indeed infortunate. Again, something like MidiOx could help because you could duplicate the MIDI data onto two different ports.