<<Is there some sample of compiled BLOB filters ? >>

You mean a filter thats downloadable as a .dll for example and available for you to play with? If thats the case, then the answer is
unfortunately no, you will need to build and compile one for yourself.

<<Can I write one with Delphi ?>>

Theoretically I suppose, since you can create UDFs in Delphi, but don't ask me how, as I have absolutely no idea - I don't do Object
Pascal :-)

<<What happens when I store datas to the database ? Is the filter used
automatically by the engine since it has been declared ? Imagine I would
like to use a "zip" filter for text blobs. Wich type of blob should I
declare for the field in my table ? >>

Yes, you would need to declare your own blob sub type e.g. -1 and filter to and from it.
Because if you use a known sub type then you are automatically invoking "known" filters in the engine.

Regards
Paul