With some trials and errors, going back and forth in Vue and Photoshop, I finally got an acceptable river. The advantage of using a map exported from World Machine is that it's possible to make a river flow from the mountains, down to the valley, on an uneven surface. Since the particle system in Vue is not yet improved and stable enough to create such a river, using this distribution map was a good idea. You can - of course - draw a map from scratch in Photoshop, or paint the river material in the Terrain Editor, but using this map seemed faster and more convenient.
The materials are highlighted here to see the distribution.