@cyriles:
I have 2 ADSL internet connexions (PPPOE) with dynamic IP addresses, I want them to work in Load Balancing mode, one connexion on the Master and one on the Slave.
Here is your first issue. If you set it up this way, the failover will not be very clean and the slave connection will only be used when the master is down.
Typically, you would use Two WAN ports on each computer, and connect both to both DSLs. In your case, two PPPoE WANs are not possible, and you would need a router between the second WAN and the DSL. Searching should provide detailed information on this.
@cyriles:
Now my second question :
Do I have to plug one access point on each server and if yes, will they both be "online" or only one at the same time depending on the working server (Master or Slave) ?
I would think the simple answer to this would be to setup your WIFI port like another LAN, connect the AP to a switch that is connected to the WIFI-OPT ports on both pfSense boxes and point the AP's gateway to the CARP address of the WIFI-OPT interface.