I have a listbox, and I would like to have a progress bar inside each line of this listbox. Is there a simple way to do that, or do I have to rewrite the listbox class, or maybe override it ?
There is no simple way. A listbox can only contain text. 
You can fake it fairly easily with a text widget, since a text widget allows you to embed widgets. For each row you could insert the text, insert a progress bar, and then insert a newline.
Customize tkinter listbox by adding progress bars