I am developing a simple application on Windows Store.
It has been rejected because I didn't set the Settings charm with a "Privacy policy" section. I can either set this section, or avoid to declare the InternetClient capability.
Since my app doesn't connect directly to the Internet, but it only calls other apps (Mail, for example, or Facebook on sharing), do I have to declare the "InternetClient" capability?
No, you don't. Internet Client is for things like Socket connections and Http Client. Simply opening other apps, even Internet Explorer does not require the Internet Client capability.
As a test, remove the capability, then do all of the functions of your app. They should all still work just fine.