I finaly get it ! I hope it can help someone...

// LOGIN
$WSurl = 'https://casmorges.piwigo.com/ws.php?format=json';
$WSdata = "method=pwg.session.login&username=" . $user . "&password=" . $password;

$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $WSurl);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, FALSE);
curl_setopt($ch, CURLOPT_USERAGENT, "Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8.1.6) Gecko/20070725 Firefox/2.0.0.6");
curl_setopt($ch, CURLOPT_TIMEOUT, 60);
curl_setopt($ch, CURLOPT_FOLLOWLOCATION, 0);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);
curl_setopt($ch, CURLOPT_HEADER, 1);
curl_setopt($ch, CURLOPT_REFERER, $WSurl);
curl_setopt($ch, CURLOPT_POSTFIELDS, $WSdata);
curl_setopt($ch, CURLOPT_POST, 1);
$resultLogin = curl_exec($ch);

//GET COOKIE
preg_match_all('|Set-Cookie: (.*);|U', $resultLogin, $results);
$cookie = $results[1][1];
           
curl_close($ch);

// GET STATUS
$WSurl = 'https://casmorges.piwigo.com/ws.php?format=json';
$WSdata = "method=pwg.session.getStatus";

$ch = curl_init();
curl_setopt($ch, CURLOPT_URL, $WSurl);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, FALSE);
curl_setopt($ch, CURLOPT_USERAGENT, "Mozilla/5.0 (Windows; U; Windows NT 5.1; en-US; rv:1.8.1.6) Gecko/20070725 Firefox/2.0.0.6");
curl_setopt($ch, CURLOPT_TIMEOUT, 60);
curl_setopt($ch, CURLOPT_FOLLOWLOCATION, 0);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);
curl_setopt($ch, CURLOPT_COOKIE, $cookie); // Here passe the cookie
curl_setopt($ch, CURLOPT_REFERER, $WSurl);
curl_setopt($ch, CURLOPT_POSTFIELDS, $WSdata);
$resultLogin = curl_exec($ch);

curl_close($ch);

If the service pwg.session.getStatus return the user detail (not the guest) it's work. After the login you need to keep the cookie and use it in every request (pwg.user.add for exemple).

But you are not logged in the Piwigo Website.

Hello!
I have the same problem (I try it with API)

Piwigo 11.5.0 
OS: Linux
PHP: 7.0.33-0ubuntu0.16.04.6 [2021-08-11 16:29:28]
MySQL: 5.7.20-0ubuntu0.16.04.1 [2021-08-11 16:29:28]
Grafikus könyvtár: ImageMagick 6.8.9-9

After the login, the response:

HTTP/1.1 200 OK
Date: Wed, 11 Aug 2021 14:24:00 GMT
Server: Apache
Set-Cookie: pwg_id=hhktkoeggfn549onpnhta6epv7; path=/piwigo/; HttpOnly
Expires: Thu, 19 Nov 1981 08:52:00 GMT
Cache-Control: no-store, no-cache, must-revalidate
Pragma: no-cache
Set-Cookie: pwg_remember=deleted; expires=Thu, 01-Jan-1970 00:00:01 GMT; Max-Age=0; path=/piwigo/
Set-Cookie: pwg_id=2co5oipapeg7gfmlmnvk4hd4t1; path=/piwigo/; HttpOnly
Content-Length: 27
Keep-Alive: timeout=5, max=100
Connection: Keep-Alive
Content-Type: text/plain; charset=utf-8

{"stat":"ok","result":true}

First: I have two pwg_id in the response

Second: I send both to the server but the status response:

Cookie: pwg_id=hhktkoeggfn549onpnhta6epv7; pwg_id=2co5oipapeg7gfmlmnvk4hd4t1

"username":"guest"

Thanx
Csaba