So, after a bit of research (and the help of a colleague, thanks Gordon!), I found what I was looking for :
- On the left panel of your Gmail, where you have the list of your labels, click on the more link.
- Now click on Manage Labels link.
- Here click on the Labs tab.
- In the "Search for a lab:" enter preview pane .
- Click on Enable option.
- Gmail will reload.
- On the top right of the screen there will be a new a drop down menu :
- Choose Vertical Split.
- Thank me later.