The white space around *-FRAMES.pdf is not uniform and varies from figure to figure. It can be trimmed using trim and clip within \includegraphics, but it does involve measuring (or guessing) each left, right, top and bottom margin. A lot of manual operations if you have many figures.
So I choose a two step workflow:
(1) Use pdfcrop to get rid of all whitespace, running cropFig.tex in your _kkk directory
You will end up with six new figures, now neatly cropped and named *FRAMES-crop.pdf
Needs pdflatex and
\write18 enabled. For most TeX distributions set the --shell-escape flag when running latex/pdflatex.
For example. with TeXstudio, set
pdflatex.exe -synctex=1 -interaction=nonstopmode -shell-escape %.tex
See the example https://tex.stackexchange.com/a/151669/161015
(2) To design the figure, it is easier to use a tabular environment. I chose nicematrix because it provides a
\Block command that will vertically center the content in the cell, without the need for any additional packages.
The length of \FrameHeight is used to control the height and width of the FRAMES and thus the entire figure.
Following your comment, I set the height of * ALL.pdf equal to 1.4\FrameHeight.

This is the the main code:
\documentclass[journal,twocolumn,10pt]{IEEEtran}
\usepackage{graphicx}
%\usepackage{mwe}% just for the example content
\usepackage{showframe} % show the margin
\usepackage{nicematrix} % added <<<<
\usepackage[center]{caption} % centering the caption
\begin{document}
\newlength{\FrameHeight}
\setlength{\FrameHeight}{0.16\textwidth} % to control the figure Frame width and height
\begin{figure*}
\begin{NiceTabular}{rl}[cell-space-limits=6pt] % add space between rows
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-6-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=1.4\FrameHeight]{_kkk/javier-sesion-14-SEC-6-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-3-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=1.4\FrameHeight]{_kkk/javier-sesion-14-SEC-3-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-26-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=1.4\FrameHeight]{_kkk/javier-sesion-14-SEC-26-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-16-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=1.4\FrameHeight]{_kkk/javier-sesion-14-SEC-16-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-7-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=1.4\FrameHeight]{_kkk/javier-sesion-14-SEC-7-ALL.pdf}} \
\end{NiceTabular}
\caption{Combinations examples from session S4}\label{SESION4}
\end{figure*}
\end{document}
This is the file cropFig.tex
% !TeX TS-program = pdflatex %%<<<<<<<<<<<<<<<<<<<<<<
%% file cropFig.tex
\documentclass{article}
\usepackage{graphicx}
% From https://tex.stackexchange.com/a/151669/161015
\newcommand{\includeCroppedPdf}[2][]{%
\immediate\write18{pdfcrop #2}%
\includegraphics[#1]{#2-crop}}
\begin{document}
\noindent \includeCroppedPdf[width=\textwidth]{javier-sesion-14-SEC-3-FRAMES}
\includeCroppedPdf[width=\textwidth]{javier-sesion-14-SEC-6-FRAMES}
\includeCroppedPdf[width=\textwidth]{javier-sesion-14-SEC-7-FRAMES}
\includeCroppedPdf[width=\textwidth]{javier-sesion-14-SEC-16-FRAMES}
\includeCroppedPdf[width=\textwidth]{javier-sesion-14-SEC-26-FRAMES}
\end{document}
and part of its output

UPDATE II
Making the left figures smaller and the right larger:
By changing \AllHeight you can modify the height of the *ALL figures (and the width, they are squares). To insert five of them on one page it should be a little less than 1/5 of the text height to allow room for the caption.
With \FrameHeight you can modify the height of all *FRAME' figures relative to the height of *ALL` figures while allowing the widest one to fit on the left side of the page.

\documentclass[journal,twocolumn,10pt]{IEEEtran}
\usepackage{graphicx}
%\usepackage{mwe}% just for the example content
%\usepackage{showframe} % show the margin
\usepackage{nicematrix} % added <<<<
\usepackage[center]{caption} % centering the caption
\begin{document}
\newlength{\FrameHeight}
\newlength{\AllHeight}
\setlength{\FrameHeight}{0.13\textwidth} % to control the figure(s) FRAMA width (and height)
\setlength{\AllHeight}{0.19\textheight} % to control the figure(s) ALL width and height. (It is a square)
\begin{figure*}
\setlength{\tabcolsep}{10pt} %columns separation
\begin{NiceTabular}{rc}[cell-space-limits=0pt] % add space between rows
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-6-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=\AllHeight]{_kkk/javier-sesion-14-SEC-6-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-3-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=\AllHeight]{_kkk/javier-sesion-14-SEC-3-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-26-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=\AllHeight]{_kkk/javier-sesion-14-SEC-26-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-16-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=\AllHeight]{_kkk/javier-sesion-14-SEC-16-ALL.pdf}}
\
\Block{}{\includegraphics[keepaspectratio,height=\FrameHeight]{_kkk/javier-sesion-14-SEC-7-FRAMES-crop.pdf}}&
\Block{}{\includegraphics[keepaspectratio,height=\AllHeight]{_kkk/javier-sesion-14-SEC-7-ALL.pdf}} \
\end{NiceTabular}
\caption{Combinations examples from session S4}\label{SESION4}
\end{figure*}
\end{document
clipandtrimthe images. Note that "look well" is subjective. You need to specify what you want, rather than leave it up to community members. – Werner Aug 13 '21 at 18:50