Thank you Ilario and SAn!
  The solution proposed by SAn (to put the wanted files
in the files/
 directory in the main build directory) is much more convenient:
 
https://openwrt.org/docs/guide-developer/build-system/use-buildsystem#custo…
  
Why can't I find that "files" directory. Shouldn't it be into the
openwrt directory?
I have already compiled the generic firmware, I don't know if that makes
any difference...