Hey Gaétan!
You are trying to link VBA macros at the Smart Object Templates but since it is not possible to define a macro within the Smart Object Template itself (as for these macros you need to have them in the list as shown below, Screenshot1) you cannot select the macros there.

There is however a workaround: you can release the desired VBA macro property from the property list of the element to the Smart Object Template. If the element is part of a symbol you need to release the property first to the symbol and then to the Smart Object Template (Screenshot2-Screenshot4).



When creating an Smart Object at the project you can then select the VBA macros from the project directly at the Smart Object (Screenshot5).

I hope this helps you out

BR,
KlemensN