Hi, thanks for your answer.
I'll try to be more precise.
I have already read this resource and know how to write my own (very basic) plugin.
I have developed a script which instantiate an XML RPC client to synchronise content between 2 wordpress instances.
I perform HTTP requests to run this script : http://mywpinstance.com/myscript.php
now I would like to package it as a plugin.
To perform this, I think I'm gonna try adding a rewrite rule,
I will call : http://mywpinstance.com/myscript.php which will execute the code of http://mywpinstance.com/wp-content/plugins/myplugin/myplugin.php
Hope this will work !