I found a great document created by Techinfo that explain SDF very well. There's on thing I still don't understand. In my netsuite cabinet, I have a folder for UserEvents, a folder for Suitelets, etc.... But when I imported the scripts in SDF, it put all the scripts in the objects folder, not structure like in the cabinet. Is it normal ?

The folder structure within ~/Objects has no bearing on any functionality within NS at this time; so it's purely for illustrative or organizational purposes on your end. You can for example have a folder broken down for each date or if you prefer project or task or type of object as you described. You can create your own folder structure in there to stay organized and import Objects into specific folders. Hope this helps.