As Gobelet says, you just sign up on the Free website (I assume this works for BandYou, too) and they mail you the sim card. If you don't have an unlocked mobile phone handy, you can order one from their site - AFTER you have signed up for the sim card and "activated" the card upon receipt.
Activating the card is easy - once you receive it, you just go to the website and click on the button that says activate the card (albeit in French).
The sim took about 4 days to arrive (I ordered it Friday, had it in Tuesday's mail). The phone I ordered took about 4 or 5 days to arrive after that.
Free has a few phone stores, but it's probably less complicated to just work your way through the website.