Laurent, people here are very open minded and pragmatic about clothing. It's quite OK to use heavy shoes in the office when the weather demands it but I wouldn't recommend it. It's just too uncomfortable. Take two pairs: one pair of rugged shoes (I'm using common trainers) for outside and another pair of more comfortable leather shoes for inside use. You can see people changing shoes all the time in the office lobbies.
Oh yeah, Kiasma is definitely a place to visit.