Michel,
The fr_FR language file should have been installed when JFBConnect was installed. It's part of our package and we install all of our language files upon installation. You may want to simply try re-installing JFBConnect to see if that will re-install and update the file for you. Your settings will be retained, so it shouldn't cause any issues to reinstall.
If you can't get the file there, you can always create your own. We honestly don't have that many strings that display on the front end. They almost all relate to the Login or Register page, which is the only front-end page the 4.2 series has.
Hope that helps,
Alex