It's hard to tell what's going on there, but it looks like maybe your images are large compared to your max atlas page size:
Texture packing - Spine User Guide: Max width/height

Try using 2048x2048 as a max size of the atlas pages so more images can fit within a single atlas page. If your images are huge, you may need to set a scale in the texture packer setting to get images sized appropriately for use in your app. If you do that, be sure to set the same scale on the skeleton data. Eg, if you pack an atlas at 0.6 size, the skeleton data should be loaded at 0.6 size so it matches the atlas.
spine-unity Runtime Documentation: Skeleton Data

I noticed something (your skeleton?) appears massive compared to the rest of your game. You may also need to further adjust the skeleton data scale appropriately for your game world units. Eg, if 0.01 would make your skeleton appear at the right size but your atlas is scaled at 0.6, you'd need 0.01 * 0.6 = 0.006.

Sorry you are having trouble. I suggest to simplify your problem. Start with the simplest example project in spine-unity that works, then replace the skeleton with your own. Get that to work before you make your Unity setup more complex. Unity has many settings hidden away in dialogs, so there are many things that can go wrong and it's difficult to figure out the first time. Check the spine-unity docs carefully if you haven't yet.

It's the weekend so our Unity expert Harald is not available, but he will be here Monday and can likely help more than I can. Sorry for the wait!

Sorry to hear you are having troubles!

Also, the animation does not work. What should I modify when exporting to Spine?

Could you please describe what you mean by "does not work"? Do you receive any error messages in the Unity console window upon importing the exported Spine assets? You can also reimport the assets to see any errors again by selecting the folder in the Project panel and hitting RMB - Reimport.

After your skeleton is imported in Unity, does the Inspector list your animations when you select the SkeletonDataAsset in the Project panel? Does it play them and show the animation in the Preview window at the bottom of the Inspector when you hit the play button next to the animation name? If you do not see any skeleton in the Preview at the bottom, can you try scrolling in or out via the mouse wheel to check if it's just zoomed in too far on an empty area?

I tried to resize the sheets directly under Spine then on the export.

What size (resolution) are your individual leaf attachment images? "resize the sheets directly under Spine" sounds a bit unclear for my understanding, do you mean you resize those input Attachment images (that are used by your Spine project) via an image editor?

I don't understand a thing ... I tried to resize the sheets directly under Spine then on the export. I put the same size on Unity, it doesn't work ... Nothing works, it discourages me ...

Which version of the Spine Editor and which version of the spine-unity runtime (name of the unitypackage, also listed in Spine/version.txt) are you using?