It is not essential to install a French layout, and in my opinion, having to
learn a second keyboard layout just to write another language that uses the
same alphabet adds an unecessary layer of complication.

My observation is that if you have more than one keyboard set up in Regional
and Language options, Word will start with the spell check language set to
the default keyboard language, disregarding the default set in Word. When
you switch layout, the spell check language will change for subsequently
written text.

If you have only one keyboard set up, then it will default to the default
set in Word.

The language can of course be set manually.

If 'detect language automatically' is set in Tools/Language/Set Language,
then Word will try to guess what language you are writing. (This can often
be the source of problems, and if you find the language changes
unexpectedly, may be worth turning off).