In fact, since versions >3.1.1 of cgminer don't need this -S argument, even if I put it it won't work.
So I use another line, here it is :
cgminer --icarus-timing 2.5 -G -o stratum+tcp://mint.bitminter.com:3333 -u *** -p ***
And this triggers the error I showed in first post.
FYI, here's the output when I use the -S com3 argument in 3.3.1 :
cgminer: -S: unrecognized option
And in 3.1.1 :
Icarus Detect: test failed at com3: get 00000000, should 000187a2
** bunch of errors about Avalon being not found **
Looks like it doesn't find it, so I check again in device manager :
Device Manager/PCNAME/Ports (COM & LPT) in it, there are "USB Serial Port (COM3)" that looks like I want. I also have "Communications Port (COM1)" and "ECP Printer Port (LPT1)".
As manufacturer, there's written FTDI so I guess it's the right one. I'll try reinstalling the driver from the official site and not from Zadig.
Thanks for the help guys!
EDIT:
I did try BitMinter, here it is :
Probe of port COM3 failed: timeout
Probe of port COM1 failed: timeout