After hours of research I find a very derivated way to do that. First you have to "save as" the shapefile containing the 3D Vector polylines in csv file. Make sure that the type of geometry is LineString, Z value is included and in Geometry Option it is set on "AS_WKT"
After saving, open the csv with notepad or wordpad. Replace "LINESTRING Z by "POLYGON Z and add a second bracket at the beginning and at the end, see below:
"LINESTRING Z (1321474.10328 6243180.409122 7.42,....)
"POLYGON Z ((1321474.10328 6243180.409122 7.42,....))
Save the csv file and open it through Qgis with the tool "add layer from csv file". Make sure that the options below are right set
Then press OK. You have to set the CRS because it is not saved in the csv file.
It's a tedious method, but it still faster than retype all the Z values of the polygon corners. If anybody knows a fastest way, I'm still interested.