How to prevent change in network configuration? I want to know if there is a way to prevent users (even administrators) to change a network parameter (dns domain for exemple).

Not simply "lock" the parameters and be allowed to unlock them with a password to change them, I want something like the GPO on windows that disables totaly any possibility to change the network settings except if the local policy itself changes to re allow it.
Get the latest OS X Server.app. Enable all appropriate services. One important service is the Open Directory Service.

Then enable and configure the Profile Manager. With the Profile Manager you can set up OS X and iOS devices. Beyond a lot of other features you can also restrict access to all System Preferences items.

Completely explaining the set up and the configuration would be beyond the scope of an answer. Please check Apple documentation or a walk-through like this one.

With additional tools like ADmitMac and a Windows AD environment you can also use Windows GPOs.