Unfortunately I do not speak french but from what I got is that you are looking for the difference between "port forward" and "port redirect"?
Those are two different terms in the world of MWG:
"Port Forwarding" is a feature that can be configured on the "Configuration -> Port Forwarding" tab in MWG. Basically you configure MWG to listen on a specific port and redirect all connection attempts to a different destination. For example you could make a configuration "Source: 10000, Destination: 192.168.0.1:80". From now on MWG does not only have listeners on port 9090 (proxy), port 4711/4712 (GUI) but also port 10000 openes up and can be talked to on MWGs IP addresses. All packets that go into this port 10000 are immediately forwarded to 192.168.0.1 on port 80.
There is no filtering applies, this is just a plain forward of all incoming data to a different destination.
"Port Redirects" are used in transparent modes and configured via "Configuration -> Proxies -> Proxy Mode". In transparent modes MWG starts acting as a router or bridge and all packets coming in on eth0 are leaving MWG again on eth1 (note: different interfaces can be chosen, of course...). By default if a client opened a website MWG would accept the packet on eth0 and forward it to the next router on eth1. No filtering would apply because the packet is routed only.
With a port redirect you tell MWG what ports you are interested in. By default 80 and 443 for example. Now requests to these ports are no longer simply forwarded to the next router but intercepted by MWG and filtered by the proxy.
Hope this makes some sense.
concerning the "Port Forwarding": All packets entering that port 10000 is immediately forwarded to 192.168.0.1 on port 80, is that the 192.168.0.1 is the address of eth1 or other device after MWG?
"Port Forwarding" is a simple daemon that accepts a TCP connection and forwards it. In your example MWG will open a TCP port on 10000 and accept all incoming connections. All data coming in here will be forwarded ti 192.168.0.1:80. If the IP address is local, a device in the LAN or an IP on the internet does not make any difference here. The daemon that accepted the connection will make a new one to 192.168.0.1:80 and send the data to that destination.