"So just how socialist is France? You can't just start a business when and where you want? Are there no private companies?"
Define what you mean by "socialist", and I will answer.
One can always start businesses, assuming one has the means, and almost all companies are private. But as anywhere, to run a business you need space, which you have to buy or rent. You have to have the funds to pay the employees. You have to have some product or service that somebody wants to buy.
I'm not trying to be argumentative. There's just something here I'm having trouble understanding. If they have such horrendous unemployment, why not educate and/or train the people to meet the employment needs of their area? Why not start businesses which can take advantage of the available labor?