esmi on "WP 3.9 import plugin"

has someone already used the WP 3.9 importer v0.6.1 plugin that is in Tools> Import

Yes - dozens (hundreds?) of times.

it seems that data from XML file are not well imported on my side.

Then it would that there is an issue in your import. The plugin itself works just fine. Perhaps if you provided further details, we could help.