The USB installer media contains a CD image, that's what Synaptic's looking for.
To fix this, edit
/etc/apt/sources.list, remove the
cdrom entries and make sure you have entries like
deb http://ftp.fr.debian.org/debian/ jessie main
deb-src http://ftp.fr.debian.org/debian/ jessie main
deb http://security.debian.org/ jessie/updates main
deb-src http://security.debian.org/ jessie/updates main
instead (choose an appropriate mirror close to you!). Once you've done that, refreshing in Synaptic should allow you to install packages.
If you really want to use the CD image on your USB key, leave the
cdrom entries in
/etc/apt/sources.list, insert your USB key, mount it and look for a file with an
iso extension and a name starting with
debian-8.5.0-amd64-netinst.iso), then run
mount -t iso9660 -o loop /path/to/debian.iso /media/cdrom
root. Synaptic will then be able to use the files there too. Before you remove your USB key, run
root. If you used the small USB images to install Debian, you won't save much by doing this — the images contain a very small number of packages.