I would like to know what percentage of the french women have the
following hair colours: blonde, brown, black and red hair?

I can only find a partial answer to your query, so am putting it in as
a comment, in case any other researchers can follow up on this
information.

In France: 63.6% of women say they have white hairs; 15.2% of women
have light blond hair, but only 7.8% of these are natural blondes

In Europe 17.7% of women have red hair, but only 5.8 of these are
natural redheads

In Europe, 72 million women dye their hair. 58% of French women -
against 2% of French men - dye their hair.

From: background to the Exhibition: Decoding Hair, which ran from 12
June 2001 until the 6th of January 2002, at the Cite des Sciences et
de l'Industrie, Paris
http://www.cite-sciences.fr/english/ala_cite/expo/tempo/cheveu/dossierdepresse/PressKit_Exhib_Hair_Eng.rtf.