We describe here the nature, formation and evolution of the supergiant high mass X-ray binary (HMXB) population, i.e. systems accreting the stellar wind of supergiant stars. There are now many new observations, from the high-energy side (mainly from the INTEGRAL satellite), complemented by multi-wavelength observations (mainly in the optical, near and mid-infrared from ESO facilities), showing that a new population of supergiant HMXBs has been recently revealed. We report here on the observational facts about the different categories of HMXBs, allowing to build a consistent scenario explaining the various characteristics of these sources, based on models of accretion in these sources (e.g. transitory accretion disc versus clumpy winds). We also mention new observations suggesting the existence of evolutionary links between Be and stellar wind accreting supergiant X-ray binaries.
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