It would be illegal in France to do it without declaring yourself as an employee, and therefore paying contributions . “Illegal” as in if you get caught you’ll get a fin and back-taxes, not jail or anything
OK, so it sounds like it’s possible in France too, you just need to employ yourself (and then pay employment-related contributions). In Poland, this is a little simplified, as there’s a company structure called “single-person company” (I’m sorry, this is my own translation of the term, it’s probably not the best) which combines these two things (i.e. after creating this type of company you pay social security for yourself, without any extra employment contract).