SIM cards come pre-activated, so all you need to do is insert your SIM card and you're good to go. When you insert your card, you'll receive an SMS notifying you of your phone number.
You can do this outside of France and the EU. We've tested this in Australia and the number is automatically texted to you. However, your mileage may vary, so don't be surprised if you don't automatically receive a text if you're outside France/EU.
You can always send a blank text to 22213 which will trigger a response with your balance (and confirm the SIM is working).