Hiya,
I'm currently looking for a rule as In The Heart of Africa, but with less miniatures.
I saw on the website that a supplement has been printed for this period.
Can someone tell me the difference between ITHOA and Triumph and Tragedy ?
I don't know "In the Heart of Africa" myself, so I can only comment on the T&T part of your questions; as a co-author of T&T, though, I think the answers should be ok.

Triumph and Tragedy works well with various numbers of figures. If you have about three to five tactical units (i.e. a Hero and two to four squads) per player, the rules work best, but you could also have more or less. You could even use the rules for individual figure skirmish, with each figure being a single tactical unit, but that concept is not yet fully developed, although I have been working on it for quite some time now.
When I read the recap sheet, your miniature can be wounded or kill. Is not complicated to manage for large unit, as african ?
Only multi-wound models can suffer a wound and keep fighting. In a normal game, you would only field one such model, the "hero", who is the force leader. All other infantry only have a single wound, and therefore, any "wound" result immediately removes a figure from the unit. The main difference is that a "kill" result has more severe effects on morale than a "wound" (which might not actually be lethal, but the model cannot continue to fight).
Can I also used the rule for WW1 ?
The T&T rules were originally written with a focus on WW1 and the Interwar period, so they should work quite well. Be advised, though, that machine guns are quite powerful in our rules, so frontal trench assault missions would not be much fun.
The colonial supplement has additional rules to provide more "individualism" to units, both for the colonial powers and the natives. There are also special rules for early machine guns, as the rules in the main ruleset were written to represent guns like the Maxim, Hotchkiss and Vickers machine guns of the WW1 period. If you want to play one of the great colonial wars of the 19th century, the Colonial Supplement would be quite useful, but for starters, you can also play colonial games just using the main rules.