It's WORKING! The solution was quite unexpected...
I followed the advice of @Aeliss and edited the "UserSystems.xml" file, so that mGalaxy only displays .cue files (but I never had any sound or music problem working only with the .iso file, I use NeoRaine...).
Next, I renamed all the .png files with the name of the .cue files.
Tested --> not working
Then, I thougt of something: like for all other systems, I created two folders: one for the boxes covers, and one for the screenshots. But for the Neo-Geo CD, the "screenshots" folder is empty, but the path to that folder was indicated in mGalaxy Runway: maybe that was the cause? So I removed the path to the empty "screenshots" folder in mGalaxy Runway and let only the "covers" one, which contains the .png files.
Tested --> not working
After that I thought of reinstalling mGalaxy in another folder, just like @jmd adviced it. But before, I had the idea of trying to move the .png files from the "covers" folder to the "screenshots" folder, and re-adding the path to that last folder in mGalaxy Runway (I don't really know why but I just wanted to try in a desperate atempt to make it work).
Tested --> WORKING
That's quite an awkward solution, but as it's working now I'm not going to complain ^^ ! I don't know why it's only working that way though... Maybe I didn't activate the "covers" for the Neo-Geo CD somewhere?
Anyway, thank y'all for your advices and ideas, this is definitely the best community, you always find somebody to give you a hand. Thank you!