Who has any idea please how to rebuild a clustered index to a clustered columnstore index
Documentation is your friend. This is an example specifically covered in the following Microsoft Documentaiton and it wasn't difficult to find, My search was "columnstore index, creating" and the first "hit" returned was...
Then go look for example "B", which has the example.
Be advised that, behind the scenes, it works just like Grant's suggestion works. It creates the new index first and, if successful, then it drops the old index or heap. That does temporarily require more space than the original table.
Since it seems like you've not actually read the documentation for ColumnStore, make sure you do! ColumnStore is NOT a panacea of performance and there recommendations of what you should use it for and why. Invoking a ColumnStore Clustered Index may actually cause you problems if you use it for the wrong thing.
Start by reading the following article and then spend some time reading some of the other links cited in that article, as well.