Member Rara Avis
Alain, I think it depends a great deal on the type of book and target audience. For example, historical novels and (to some extent) romance novels often include such materials for both depth and ambiance. The readers expect it, and want it. Writing fiction is not a great deal different than writing poetry in at least one respect - every single thing the author puts there has to accomplish a goal. It can't be there just to fulfill the author. It has to further the story-line.
Your job as a writer is to suck the reader into the story. Total absorption! That's what the reader has paid you for, to vicariously live the life of another for the length of the story. Okay, so here sits the reader, completely caught up in the story, for the moment becoming the characters you have brought to life - and you sharply jab them in the arm and say, "Hey, it's only a story. See, look at this footnote down here. That proves it. Oh, okay, you can go back to the story now."
In other words, if the French phrases are integral to the story-line and you decide to use them - then just use them. You can "try" to make them understandable from within the context, but I don't think you should try to explain them. Not in footnotes, which are almost certain to jar the reader right out of the story. IMHO.
Now, having said all that, one of my favorite authors of all time was a professional linguist. He wrote a whole book, quickly followed by a trilogy of books, with the sole purpose of developing a brand new language. His books did that very successfully, and obviously he did a LOT of explaining in the process. But he made the language and explanations a part of the story, rather than allowing it to detract from the story. And he was more than moderately successful at that, too. You might have even heard of him - J.R.R. Tolkien?