Thanks for your help...
But I don't know if it's because I am using Scribus on Mac and in French, but I do not see the menus you are talking about:
Edit > Paragraph Styles
I have: Edition>Rechercher-Substituer, or Edition>Aperçu des polices disponibles...
And it does not seem to be inside...
1.
Édition > Styles (or just press F3). A new window will appear, its title: "Gestionnaire de styles". If you select "Style de paragraphe par défaut", which is default paragraph style and then press "Édition" button at the bottom of the window, you'll see "Lettrines" checkbox in the middle of the window. That is what you're looking for. "Lettrines" = "Drop Caps".
But you probably don't want Drop Caps at the beginning of every paragraph, so, instead of using "Style de paragraphe par défaut", you can create a new paragraph style ("Nouveau > Style de paragraphe") and set it to your liking.
Also I do not see this properties palette (window menu)... Each time I select a word in the text and I change its size, the size of all the text is changed...:-(
2. You apply a paragraph style by double click inside a paragraph and then selecting the style you want in Properties palette ("Fenêtres > Propriétés" or just press F2). Note that paragraph styles apply to the whole paragraph, no matter if you selected some text or just double clicked inside a paragraph. On the other hand, if you want to change appearance of only some words inside a paragraph, consider using Character styles (Styles de caractères), which apply only to selected text.