If you are relocating to set up your business, then you will register in the health service as part of the process of business registration. This will take place at one of the business registration centres, called the Centre des Formalites des Enterprises (CFE) e.g. Chambre de Commerce/Metiers.
You will pay contributions into the health service with your other social security contributions.
If you are relocating from within the EEA you should obtain a Form E106 from your home social security authority, which will give you up to two years health cover, or until you register your business, whichever is the sooner.
Public Services in France