Hi again again !
I found out for the video post format.
It appears that simply including the link such as : <iframe width=”660″ height=”371″ src=”http://www.youtube.com/embed/b31CAYF2fIA?feature=oembed” frameborder=”0″ allowfullscreen></iframe>
in the post displayed as text and selecting video post format works. I don’t know how, but the first video included is set as featured media in front page.
If I understand well, for post format photo, video, gallery, theme picks up automatically the first matching media inserted in the post and display them in front page.
I have to figure out how it works for other post format (a tuto would be welcome), but apparently, I have to forget WP feature image functionality.
Great job for that theme and thank you.