Make an array Javascript with a PHP array

So first change your PHP code to send back a JSON respose instead of a var_dump

<?php

    $all = array();
    while ($row = mysql_fetch_array($req, MYSQLI_ASSOC)){ 
         $all[] = $row; 
    }

    echo json_encode($all);   

Now in your javascript, tell the .ajax functionality to expect JSON as a response

data += "data=" +formation+' '+methode; 
$.ajax({ 
        url: "core/display_lead.php", 
        type: "post", 
        data: data, 
        dataType: "json",           //<-- amended

        success : function(data, statut){ 
            console.log(data); 
        }, 
        error : function(resultat, statut, erreur){ 
            console.log("La requête n'a pas aboutie..."); 
            console.log(resultat); 
            console.log(statut); 
            console.log(erreur);
         } 
});

Now using this and @krasipenkov answer and a little look at the data using the javascript debugger you should be almost all the way there. The data parameter on your success method should now be a javascript native data type i.e an array or an object depending on the data you built in PHP and easy enough to process

Afraid I really have to add this as well now I see your using the mysql_extension. Every time you use the mysql_ database extension in new code a Kitten is strangled somewhere in the world it is deprecated and has been for years and is gone for ever in PHP7. If you are just learning PHP, spend your energies learning the PDO or mysqli database extensions. Start here