Apparently my problem was already present in older versions of Qgis. I don't know how to fix it, knowing I have a Linux system (Fedora 23). Somethiing similar here : Where to download QGIS 2.10?
So, I cannot found this plugin, neither Fetch Python Plugins command, but not it would fix anything anyway since georeference is within GDAL. I had installed Qgis on this system (fedora 23) for first time (no older version).
Otherwise the procedure to download the plugin should be that one : http://www.qgistutorials.com/en/docs/georeferencing_basics.html but I do not find georeference into the list of available plugins. The repository I use is the default one : http://plugins.qgis.org/plugins/plugins.xml