Can I customize the paiement page for CB ?

Yes, if you select Lemonway as a payment provider you may select a css stylesheet that be applied to the payment page.
The API send you a payment link such as

You may update this link with a parameter p that contains the url of your css file

Do I have to create an e-wallet and / or KYC for each user ?

KYC is an heavy process for your users so you want to avoid it if possible.

Each user that has an e-wallet must have a kyc. This include yourself as an admin user in order to collect fees for instance.
However every user don't need an e-wallet. For instance if you build a crowdfunding website in reward, your projects need an e-wallet to collect monney during the campaign.

Rule #1 : you need a wallet to collect and withdraw monney from the system.

But the backers would most likely pay with CB and in this case they don't need a wallet.

Rule #2 : A user can pay and be refund on his credit card

Remember that credit cards have some limitation like payment threshold.
Another important point is that some features of the api can not be used if your users don't have a wallet, such as loan automatic repayment.
Common use cases
e-wallet for the admin only
crowdfunding reward
e-wallet for the admin and project
crowdfundgin equity
e-wallet for everybody
crowdfundgin loan
e-wallet for everybody

What is target_id / target_type in the doc ?

In many entities you can find the fields target_id and target_type or some alternative like owner_id / owner_type. For instance on Wallet you have owner_id and owner_type.

These fields allow to link to another entity of the API. A wallet can be owned by either a user or an enterprise.
The basic rule is target_type contains the name of the entity in uppercase (USER or ENTERPRISE) and target_id contains a uuid. However on some entities you may want to store your own values i.e. values without any link to the Particeep's API. For instance on document, you may set target_id=58367 and target_type=EXTERNAL_ID