UPDATE:
For some reason that I don't know, I opened Mach4 with the 2018-06 driver and activate the driver in mach4 (the WHB04 does not work with this driver, nothing in the diagnostic box)
Then not later I put the driver 1.0.19 and Mach4 opened, I have the ESTOP, STOP and PLAY keys working. I believe that Macros also work but not test. JOG does not work.
But it's already a good start.
I also loader the Shaeto / xhc4mach project on GitHub. VisualStudio, it lacks references so that I can use it, but I haven't put time on it yet.