I don't think it is a silly question at all; I think the Dreamhost panel is great, but the method for pointing a domain you registered at Dreamhost to another host is very hard to find (almost like it's hidden!).
Not really, at least in the sense that I think you mean. They do let you setup a "redirect" to another url, or a mirror (with or without a frameset), or you can "park" the domain, or yhou can "fully host" it. None of these are probably what you want if you just want to have the domain at Dreamhost but your hosting elsewhere. To do that, you must modify the nameservers that Dreamhost has associated with the domain.
You set the name servers to those the host where the site is hosted, and you do this at the registrar where you registered the domain. So, in your case, you need to set the nameserver settings Dreamhost maintains to point to the DNS servers of your host in France. This is where it is "not intuitive" at Dreamhost, as it doesn't happen via the Manage Domains section of the panel as you would expect, but through the Domains->Register section of the panel.
When you go to that link, you will see a field to register a domain, and a list of all domains you have currently registered with Dreamhost will be displayed below that. While it does not tell you this anywhere on the page (bad!), the nameserver settings for a domain you have already registered can be changed by clicking on the underlined (linked) name of the domain in the leftmost column.
Doing this will take you to a page for modifying the "whois" information for the domain, and on the lower part of that page, you will see form fields for changing your nameservers.
Just change whatever is there now (probably ns1.dreamhost.com, ns2.dreamhost.com, and ns3.dreamhost.com) to the appropriate values for the nameservers of your French host. If you do not know what they are, you should obtain that information from them. Once you have done that, and submitted the form, all you will have to do is wait until the DNS is updated across the net and the domain name will resolve to your host in France. Good Luck!