Here what I've done to resolve the problem :
Control Panel > Security Center > Firewall > Exception > Add port. Then I added two ports :
Name : FTP Server Value : 21
Name : FTP-Data Value : 20
I installed FileZilla Server : here
FileZilla > Edit > Users > Add . Then I added a new user with password.
I shared these folders to the user I've created :
Only read right : C:\Program Files\EasyPHP 3.0\www
Full right (and absolutely "write" right) : C:\Program Files\EasyPHP 3.0\www\test_curl
I changed the curl command line to this (replace the variables by the right value):
curl --user %user_name%:%password% --ftp-create-dirs -T some_package.zip ftp://localhost/test_curl/new_package_name.zip