Movies have their language support set by the supplying studio, which may or may not include English for the French iTunes Store. That will be different for each title. The device language or app language doesn't influence that; it follows from the country set for your account. Users can’t add languages. You have to choose from what is offered. The Details page for each movie title will list the included audio languages and subtitle languages, so that you know what you’ll get before making the purchases decision.
Often the default language in France will be French. Original language, if different, may also be available.
File downloads may include less languages than available. You can set what to include if available, in the app’s Preferences.
Change subtitles or languages for videos in the Apple TV app or iTunes Store - Apple Support