1. Do I copy all the text ? (including "Begin PGP Public key block" etc ...) Or only the key ?
You copy all the text. Actually, you don't need to copy it at all, just save it as a .asc file.
2. I have tried with TextEdit on Mac BUT when I try to save I don't see the .asc extension.
You can save it as a .txt, if it doesn't allow you directly as .asc, but it should be trivial to change it to .asc later. In the directory you've saved it, doesn't it show you the file extensions? If not, check:
https://duckduckgo.com/?q=mac+show+file+extension1) I am able to save it (From File>Save as ...) in .txt but not in .asc (you seem to say that it's possible to direct convert in asc. for the link but I don't see the option. Am I wrong somewhere ?
2) I have made my search on internet. To convert a .txt fil in .asc it needs to download again a new software. Do you know which one I can trust (if possible available in the App Store) ?
3) I am wondering in using this tutorial if the solution for verifying Electrum is really good. Indeed, to verify Electrum, I need to download others softwares (PGP and the soft for converting txt into asc). However, how can I be sure that PGP and other are secure and not full of malware. I should also verify PGP and Co. And it's becoming an infinite circle ... What do you think ?