algorithm2e provides package options french and frenchkw. The former changes, amongst other things, the names associated with \captions in algorithm. The latter provides French keywords that you can use.
If you want to use both English and French algorithms, then load the algorithm2e package under one option, and define the additional keywords as provided by the package. Below is a small example (I don't speak French):

\documentclass{article}
\usepackage{algorithm2e}
% French keywords:
\SetKwInput{KwRes}{R\'esultat}%
\SetKwIF{Si}{SinonSi}{Sinon}{si}{alors}{sinon si}{sinon}{fin si}%
\SetKwFor{Tq}{tant que}{faire}{fin tq}%
\begin{document}
\begin{algorithm}[H]
\SetAlgoLined
\KwData{this text}
\KwResult{how to write algorithm with \LaTeX2e }
initialization\;
\While{not at end of this document}{
read current\;
\eIf{understand}{
go to next section\;
current section becomes this one\;
}{
go back to the beginning of current section\;
}
}
\caption{How to write algorithms in English}
\end{algorithm}
\begin{algorithm}[H]
\renewcommand{\algorithmcfname}{Algorithme}%
\SetAlgoLined
\KwData{this text}
\KwRes{how to write algorithm with \LaTeX2e }
initialization\;
\Tq{not at end of this document}{
read current\;
\eSi{understand}{
go to next section\;
current section becomes this one\;
}{
go back to the beginning of current section\;
}
}
\caption{How to write algorithms in French}
\end{algorithm}
\end{document}
Here is the complete definition of content for English algorithms (taken from algorithm2e.sty):
\renewcommand{\listalgorithmcfname}{List of Algorithms}%
\renewcommand{\algorithmcfname}{Algorithm}%
\renewcommand{\algorithmautorefname}{algorithm}%
\renewcommand{\algorithmcflinename}{line}%
\renewcommand{\algocf@typo}{}%
\renewcommand{\@algocf@procname}{Procedure}%
\renewcommand{\@algocf@funcname}{Function}%
\renewcommand{\procedureautorefname}{procedure}%
\renewcommand{\functionautorefname}{function}%
\renewcommand{\algocf@languagechoosen}{english}%
\SetKwHangingKw{KwHData}{Data$\rightarrow$}
\SetKwInput{KwIn}{Input}%
\SetKwInput{KwOut}{Output}%
\SetKwInput{KwData}{Data}%
\SetKwInput{KwResult}{Result}%
\SetKw{KwTo}{to}
\SetKw{KwRet}{return}%
\SetKw{Return}{return}%
\SetKwBlock{Begin}{begin}{end}%
\SetKwRepeat{Repeat}{repeat}{until}%
%
\SetKwIF{If}{ElseIf}{Else}{if}{then}{else if}{else}{end if}%
\SetKwSwitch{Switch}{Case}{Other}{switch}{do}{case}{otherwise}{end case}{end switch}%
\SetKwFor{For}{for}{do}{end for}%
\SetKwFor{ForPar}{for}{do in parallel}{end forpar}
\SetKwFor{ForEach}{foreach}{do}{end foreach}%
\SetKwFor{ForAll}{forall}{do}{end forall}%
\SetKwFor{While}{while}{do}{end while}%
Here is the complete definition of content for French algorithms (taken from algorithm2e.sty):
\renewcommand{\listalgorithmcfname}{Liste des Algorithmes}%
\renewcommand{\algorithmcfname}{Algorithme}%
\renewcommand{\algorithmautorefname}{algorithme}%
\renewcommand{\algorithmcflinename}{ligne}%
\renewcommand{\algocf@typo}{\ }%
\renewcommand{\@algocf@procname}{Proc\'edure}%
\renewcommand{\@algocf@funcname}{Fonction}%
\renewcommand{\procedureautorefname}{proc\'edure}%
\renewcommand{\functionautorefname}{fonction}%
\renewcommand{\algocf@languagechoosen}{french}%
\SetKwHangingKw{HDonnees}{Donnees$\rightarrow$}
\SetKwInput{Donnees}{Donn\'ees}%
\SetKwInput{Res}{R\'esultat}%
\SetKwInput{Entree}{Entr\'ees}%
\SetKwInput{Sortie}{Sorties}%
\SetKw{KwA}{\`a}%
\SetKw{Retour}{retourner}%
\SetKwBlock{Deb}{d\'ebut}{fin}%
\SetKwRepeat{Repeter}{r\'ep\'eter}{jusqu'\`a}%
%
\SetKwIF{Si}{SinonSi}{Sinon}{si}{alors}{sinon si}{sinon}{fin si}%
\SetKwSwitch{Suivant}{Cas}{Autre}{suivant}{faire}{cas o\`u}{autres cas}{fin cas}{fin d'alternative}%
\SetKwFor{Pour}{pour}{faire}{fin pour}%
\SetKwFor{PourPar}{pour}{faire en parall\`ele}{fin pour}%
\SetKwFor{PourCh}{pour chaque}{faire}{fin pour chaque}%
\SetKwFor{PourTous}{pour tous les}{faire}{fin pour tous}%
\SetKwFor{Tq}{tant que}{faire}{fin tq}%
If you use any of the definition containing an @ (like \renewcommand{\@algocf@procname}{Proc\'edure}, for example), you'll have to surround the redefinition using a \makeatletter...\makeatother pair.