Could I do that directly with phpMyAdmin
Yes that's what I did with SQL requests from phpMyAdmin:
INSERT INTO `mysite_jem_cats_event_relations` (`id`, `catid`, `itemid`, `ordering`) VALUES
(12511, 51, 5695, 0),
(12510, 51, 5694, 0),
(12509, 51, 5693, 0),
...
I had to prepare the file with Excel because of the big amount of requests.
But it worked fine.
Thank you very much jojo12 for your suggestion.