As stated by Castorix31, setting up the manifest as the one from https://stackoverflow.com/a/48499761/954853 solved the problem.
Thank you Castorix31!
(... Now i have to figure out what a manifest is.)
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(I am pretty new to both win32 lib and Rust lang, so the problem may clearly come from me.)
Tried to create a TaskDialogIndirect with windows.rs but get a -1073741511 (0xc0000139 : STATUS_ENTRYPOINT_NOT_FOUND) : exit code with a message saying "TaskDialogIndirect can't be found in the dynamic library my-app.exe".
This probleme used to appear with OS below vista but the two computer i tested run on Windows 10 21h2.
As stated by Castorix31, setting up the manifest as the one from https://stackoverflow.com/a/48499761/954853 solved the problem.
Thank you Castorix31!
(... Now i have to figure out what a manifest is.)