Q: round that turn with the rainbow color

Hello Benoit,
 

Thank you for participating in the Apple Support Communities.
 

You mention you see a rainbow colored wheel when using your MacBook Air. This may be normal depending on what you were searching for on your Mac:
 

OS X El Capitan: Pointers in OS X

                     

Wait cursor

Appears when a delay of more than 2 to 4 seconds occurs.

If the wait cursor continues to spin and your Mac stops responding, you may need to Force an app to close on your Mac.

If this keeps happening when you're searching your Mac using Finder or Spotlight, you can follow the steps in Spotlight: How to re-index folders or volumes.
 

Best Regards.