I think support for the French language is less than impressive on the Mac. MS Word has built in French and German thesauri, but I do not know of any good independent dictionary or thesaurus. I would love being contradicted here, by the way.
Le Petit Robert is available of course, but you have to carry around the CD for random controls that you have not pirated the software, and I doubt it integrates well with Pages.
My German dictionary is
WordLookup. Actually WordLookup is just a way to access dictionary data, but it works well, and you can call it from Pages using Services. It is not a thesaurus, but moving back and forth to the English translations, you can usually find good synonyms.