How could I create a listing when I do not know the links to the product pages ? Maybe I missed here something 
You must be missing something yes.
A product page link is for example this:
demo.hikashop.com/index.php/en/hikashop/...with-multiple-images
A products listing page link is for example this:
demo.hikashop.com/index.php/en/hikashop/...sting/display-in-div
You don't need to know the link to the product page to be able to create the products listing page link.
As you already know, you can create just link via the Joomla menu manager and selecting the type "HikaShop products listing" or HikaShop categories listing". The resulting link will be added to your menu and when you click on it, you'll see a listing of your products. When that listing of products is generated, HikaShop will take the canonical URL to add the product page link to the listing, and if empty, it will generate it automatically.
The generated link depends on where you are displaying the link.
If you are displaying it in a module, then it will use the menu item that you selected in the "menu" setting of the module.
If you are displaying it in a menu item, then it will use that menu item.
The structure of a product page URL is like that:
/index.php/{alias of the current menu item}/{SEF product name}/{alias of the product}
{alias of the current menu item} comes from Joomla. It can't be changed by HikaShop.
{SEF product name} comes from the setting of the same name in the HikaShop configuration and can be changed if you want or even removed.
{alias of the product} comes from the alias of the product in the product edition page.
So as you can see, each of these can be changed on your end to match your needs.
If you see "hikashop-menu-for-products-listing" in the URL, then it means that this link was generated from somewhere where you selected the menu item with that alias in the "menu" setting so that HikaShop would display the listing with that menu item.
The URL generation could indeed be improved, but that's not something we can do much about it as it depends on the Joomla routing system. We already added many options to allow merchants to create URLs that better match their needs.
Please remember that HikaShop is not a SEF extension and that the role of the canonical URL setting isn't for you to be able to have whatever structure of URLs you want. If you want that, then you need to use a SEF extension like SH404SEF and configure URL aliases for the product pages so that you can really have the URLs you want without any restriction put in place by the Joomla SEF system.