I am trying to get this kind of result with tikz. However I don' have any idea how to align the text with the bottom of the rectangles or how to anchor the 2nd rectangle with the line of the title 
In this example, the fist title is a section title, the 2nd, a subsection title.
%!TEX program = xelatex
\documentclass{memoir}
\usepackage\[paperwidth=10.5cm,paperheight=15.5cm, margin=0.9cm\]{geometry}
\usepackage{xcolor}
\usepackage\[explicit\]{titlesec}
\usepackage{lipsum}
\definecolor{sec}{HTML}{DD5C14}
\definecolor{band}{HTML}{EE9C52}
\usepackage{fontspec}
\newfontfamily{\helveticacdb}{Helvetica-CondensedBlack}
% \newfontfamily{\helveticacdl}{Helvetica-CondensedLight}
\usepackage\[T1\]{fontenc}
\titleformat{\section}\[hang\]{\helveticacdb\fontsize{1.2cm}{0.95cm}\bfseries}{}{0.5ex}%
{\begin{minipage}{0.975\textwidth}%
\noindent
\color{band}%
\llap{\vrule width0.7cm height 0.7cm depth0ex\hskip0.25ex}%
\textcolor{sec}{\unskip#1}%
\hskip0.25ex%
\rlap{\vrule width\textwidth height 0.7cm depth0ex}%
\end{minipage}}\[\smallskip\]
\titleformat{\subsection}\[hang\]{\helveticacdb\fontsize{0.45cm}{0.5cm}\bfseries}{}{0.5ex}%
{\noindent%
\color{band}%
\raisebox{0.222ex}{\hbox to \textwidth{%
\vrule width1.3ex height1ex depth0ex\hskip0.5ex%
\raisebox{-0.222ex}{\textcolor{sec}{#1}}%
\hskip0.75ex%
\leaders\vrule height 0.2cm depth0ex\hfil}}}\[\smallskip\]
\titleformat{\subsubsection}\[hang\]{\helveticacdb\fontsize{0.3cm}{0.3cm}\bfseries}{}{0.5ex}{
\textcolor{sec}{\unskip#1}%
}%
% Remove the header while starting a new section
\let\footruleskip\undefined
\usepackage{fancyhdr}
% \renewcommand{\sectionmark}\[1\]{\markright{#1}{}}
\renewcommand{\headrulewidth}{0pt}
\renewcommand{\footrulewidth}{0pt}
\fancyhf{}
\renewcommand{\sectionmark}\[1\]{\markboth{\chaptername \ \thesection. #1}{}}
% \lhead{\leftmark}
% Start sections on a new page
\usepackage{etoolbox}
\patchcmd{\section}{plain}{empty}{}{}
\pretocmd{\section}{%
\ifnum\value{section}=0 \else\clearpage\fi
}{}{}
% manage multicolumns after each section title
\usepackage{multicol}
\AtBeginDocument{\begin{multicols}{2}}
\AtEndDocument{\end{multicols}}
\makeatletter
\let\subsection@orig\subsection
\renewcommand\subsection\[1\]{\endmulticols\subsection@orig{#1}\multicols{2}}
\makeatother
\begin{document}
\section\[Politique et économie\]{Politique\\ et économie}
\subsection{POLITIQUE}
\subsubsection{First subsub}
\lipsum\[1-2\]
\end{document}
Remaining issues:
- Clear the page number each time a new section appears.
- Stick the left orange square to the left border page.


\begin{tikzpicture}[overlay,remember picture] \draw[->] coordinate (here) (here) -- (current page.west|-here); \end{tikzpicture}When you implement this, make sure the rectangles bleed into the margin. – Aug 27 '15 at 04:24page.coordinates) you can usetitlesecto change font sizes of the section/subsection and the TikZ optionbaseline(see e.g. here http://tex.stackexchange.com/a/89827/8042) to align the boxes with respect to the bottom line or the center line of the text accordingly. – Ronny Aug 27 '15 at 06:33\tikz coordinate (first reference point);Your section title here\tikz coordinate (second reference point);You can then add your rectangles using the labelsfirst reference pintandsecond reference pointand positioning relative tocurrent page.eastandcurrent page.west. – Aug 27 '15 at 06:39\tikz coordinateswould betikzmarks - though the result is the same. – Ronny Aug 27 '15 at 06:45