Ok, thank you for that. I had already seen that video, but they do not describe how to send the email from outside to the system. 

It describes how sending an email from within the system, it creates a lead on the CRM.  It does not describe how receiving an email will create the lead.

Currently, as soon as the form is submitted, without my intervention (no email sent by me) it creates the lead that comes from my external website.

Any website that can create a form that emails when submitted can integrate with Odoo.

The Odoo website App allows you to create forms that submit directly into the CRM but email works just fine.