I've move all the file to my desktop (to have a backup !).
I setting up the controller with emulatiostation and give the xbox button to hotkey
I close emulationstation. The file created named 360 Wireless Receiver (XBOX).cfg
I rename it to Xbox 360 wireless Receiver (Xbox).cfg
Nothing changed and when i launch a game i have always the error : controller not configured.
I've modified the device's name in the .cfg file and restart emulationstation. I've not the controller error and can go into the rgui menu !
Thanks for all @mitu and @windg
Now i know the controller is ok, i have to find why i can go into this menu in another emulator (lr-mupen64plus-next and lr-ppsspp) in this post