So I answer myself :
I tried to add Legend control with "Browse" in the VS toolbox .net. I first got an error message
"Could not load file or assembly 'Interop.MapWinGIS, Version=4.8.0.0, Culture=neutral, PublicKeyToken=null' or one of its dependencies. The system cannot find the file specified.
I then referenced this dll wich was in my project folder and noticed that it was already in my project properties but with the reference name "Mapwingis.Components" instead of "Interop.MapWinGIS". I removed those one and it seems now ok.
I tried to add Legend control with "Browse" in the VS toolbox .net. I first got an error message
"Could not load file or assembly 'Interop.MapWinGIS, Version=4.8.0.0, Culture=neutral, PublicKeyToken=null' or one of its dependencies. The system cannot find the file specified.
I then referenced this dll wich was in my project folder and noticed that it was already in my project properties but with the reference name "Mapwingis.Components" instead of "Interop.MapWinGIS". I removed those one and it seems now ok.