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I am not sure if you bought the whole journey together. But Emirates do have kind of share code flights with Air France, so I believe the whole journey is issued and confirmed together.
After arriving CDG airport of Paris, you don't need to take back your luggage, since they will be re-directed to the flight to Marsailles. But you need to pass through the immigration.
2 hours is enough for transit in Paris, no worries. You don't need to take any TGV train as TGV are trains serve in main railway ! After getting off from your plane, keep clam, follow the sign of "transit", you will be led to the proper position ! You may need to take a shuttle bus or train, but it's not a long journey ! If you have any questions, just ask the ground staff after getting off the flight !