France does not have a PAYE system. Amounts automatically deducted from your gross salary on your pay slip are social contributions.
If you are a French resident, you have to fill a "déclaration de revenus n°2042" (Tax return) in May each year, asking you to state your income for the previous year.
You will have to send this "déclaration de revenus" to your local "Centre des Impôts" (Tax Office).
For more information about your taxes in France, contact your local Tax Office or:
French Tax Authorities: http://www.impots.gouv.fr
Tax Attaché Department : 0207 073 1194
http://www.ambafrance-uk.org/-Tax-Attache-.html
HMRC : http://www.hmrc.gov.uk/