The software normally adopts the default language of the system but it could also be that you accidentally downloaded from English servers. Your account would be accessible at the top right corner of this page: http://home.mcafee.com/Default.aspx?culture=FR-FR
If you are having problems call Customer Service, it's free, or you can use Online Chat, and it's linked through Useful Links at the top of this page.
It should install in the main language that is set in your computer Control Panel > Clock, Language and Region settings.
If you are having problems please phone support as I suggested, it is free of charge.