I finally understood how to do, here is an explanation, step by step, for people who are like I were and haven't understood how to do this :
1) In the game menu, choose -custom music-
2) Here, for the level you want (for example level 1-1) change the song to the custom one you want, for example, my music file will be "my_music.ogg" (put your cursor on the line "level 1-1 : defaut" and press the right key : now, you have to search in your computer for the music file you want to use for this level. Music must be in .ogg or .mp3. I advice to put all your custom musics in this folder : "C:\GOG Games\Crypt of the Necrodancer\data\custom_music" this way you'll find them easily)
3) After a little processing time, the line should be "level 1-1 : my_music.ogg". Your cursor should be on this line (if not go on it): press right : some choices appears : choose music, restore default, 2x speed, 1/2 speed, manual beats, back.
4) Go on "manual beats" and press right (now the option should be ticked). Don't get out of this option menu !
5) Now go on "choose music", and select again the music you want for the level. You should be now in "Manual beat detection" mode and only have to follow the instructions on screen !

Repeat the steps 4 and 5 if you want to record again manual beats for the song. If you're unpleased with your manual beats, I think you can go too in your custom music folder and delete/edit the .txt file (which includes the beats for your song) associated to your custom music (in my situation "my_music.ogg.txt").

Hope this will help :)
(I understood how it works thanks to this but it still took me a little time)

Edit : I should have written in subject of the thread "How to insert manual beats in a custom song". Sorry for the mistake.

Thanks, I was wondering about this.

You're welcome :) I'm glad it helped someone !