Domoticz

I have been searching , but can't find it,

Is it possible to connect a NRF24L01 transmitter on a raspberry , and then Control my Mi-Light by Domoticz ?

or do I need truly an USB connection by an Arduino board.?

Assuming you own a Mi-Light lamp + Mi-Light iBox:

You can let your Raspberry Pi and iBox communicate over your (W)LAN, and add your iBox and other bulbs in Domoticz with this script:
https://github.com/bwydoogh/domoticz-scripts
https://github.com/JasperG/domoticz-scripts

Hope this helps and - although not an answer to your question - solved your issue!

No I don't own an Ibox, I onw an NRF24L01 Wifi transmitter

I had found some info and build it myself