I don't know the infrastructure in France (I'm sure someone else here has a much better idea of it though), but I'd assume it's very similar to the UK.
1) the broadband with come through either phone line or special line (like cable here), to a broadband modem. This then typically connects with an ethernet cable (like a chunky phone cable, with similar endings), to your computer.
In which case your should just be able to connect it up and have your computer work.
A small complication is that often here the modem gives you a USB connection and not an ethernet one. With this you may very well need some driver or software to install that the ISP usually sends with the modem.
2) wireless internet requires a router. Instead of connecting modem to computer like in (1), you connect it to the router. This then intelligently splits it up so a few computers can connect at the same time, as well as sending the connection as a wireless signal. If you want wireless internet, then you'll need a wireless router.
I may be entirely wrong though, if the infrastructure is different.