It is a colloquial expression that is only used among friends or at least good acquaintances, as it is somewhat mocking (in a friendly kind of way).

For example, one might say:

“Max hat am Wochenende einen französischen Aufbruch hingelegt.” (Max took the French leave at the weekend - you can also say “…einen französischen Abgang…”)

Or:

“Max hat am Wochenende den Franzosen gemacht.” (Max did the Frenchmen at the weekend)

Both mean that Max left a party or some other social event at the weekend without saying goodbye to the others or the hosts (“Max hat sich aus dem Staub gemacht”).