Sorry Frederick to come back a bit late. YES, it works and all my photos in separate folders are now taken in account. So all is OK on the W3 TOTAL CACHE side although I think I could have the plugin tuned even better.
First hopefully wpbeginner website has a great tutorial so I could have the whole system working in a short time. I am not at all involved with http://www.wpbeginner.com but I think they are one of the few sites trying to explain things as clearly as possible. Congrats to them!
Concerning MaxCDN, I think it is a great service and their support is quick but I found Netdna to be a bit slow here. I can sometimes see some elements freezing during the loading page when I see at the bottom of my browser (Firefox) "transfering data from cdn.xxxxx.netdna.com". This is probably due to my location (China with the Great Firewall) and it seems also no server available (yet) in China Mainland. Still I guess the plugin tuning could also be optimized.
There is an option in the plugin offering professional tuning for $100. I would not mind paying this fee if I knew a bit more about the process. I mean is there a kind of small report (a few lines) telling me what has or should be changed so that I can learn a little for the next sites. I saw the option to pay but could not find a line about the process.
So for now I have deactivated the CDN as until now my host (BLUEHOST) and the W3 Total Cache plugin on (no CDN) gave me the best response times here in China.
Maybe I should try VPS.net promoted by Yoast (his site is very quick in China) but fee is also more expensive (+ MaxCDN lost fee of $39.95).
So finally don't really know where to start from. Do you think I should have the professional plugin tuning done first?
THANK YOU for your help.