Variables are used to store information. They are located in scripts that are loaded into the Remotes section of your mIRC.
I'm not quite sure what you're looking for, and I apologize if I've gotten this completely screwed up, but for code you would use something like
set %cdpv.msg 12!8*12!0!!4!! 9Bonjours, Je vais vous répondre sous peu 4:11-4)
set %cdpv.msg3 Desoler je n'est pas le temp de vous parler, désoler :(
You'll note that I didn't specify a set command for the %cdpv.msg2 variable (as in your example) due to the fact that you can't send a blank line in that manner. There are ways of making it look like you're sending a blank line, but for the most part something like that is more trouble than it's worth.
Due to your code, I'm going to presume that you're better in French than English, and if my French was better I would've posted this in both languages to make it easier for you and whomever else reads this post.
I hope this explains the situation. If not, please try to clarify what it is you're trying to do.