About Download Client Files (JavaScript files(*.js), *.dat and images ... ) : 
We have a lot of objects (over than 120 MB), can you confirm it should be downloaded to each client PC at the first time connection? Is it going to download everything?

Yes it will be downloaded at the first connection.

Please go to AEM > Application Properties > Client Settings > [your application] to set the default run mode to ‘Run now’, then only the file which is in currently running will be downloaded. But if you use the mode ‘run after download’ then the entire web application will be downloaded.