connection between MDE and MEM doesn't work

Zied_Berrima , I'm not sure if you actually connected MDE and Intune. If you have the licenses, then first go to https://security.microsoft.com/preferences2/general and click on Advanced Features. Then flip the switch Microsoft Intune Connection to On. You will then see that a little later, the connection status changes to Enabled.

When the connection status is enabled, connect the OS  you want to enroll but also make sure to configure the https://docs.microsoft.com/en-us/mem/intune/protect/endpoint-security-edr-policy policy to actually onboard the devices. Have a look at the example below.

You can configure the EDR policy by browsing to the https://endpoint.microsoft.com/#blade/Microsoft_Intune_Workflows/SecurityManagementMenu/edr.

Don't forget to configure https://docs.microsoft.com/en-us/mem/intune/protect/endpoint-security-antivirus-policy...

Hope this helps