Cooccurrence is the word you'd be looking for to translate collocation.
I haven't been a huge fan of this kind of book, so I won't be a very good reference in the comparative values of the available offers, but I've seen them around for sure.
Here is a point to start from with two such books for you to investigate:
• Le Grand dictionnaire des cooccurrences, Beauchesne & filles, Éditions Guérin
• Le Grand Druide des cooccurrences, Charest, Fontaine & Saint-Germain, Éditions Druide
A free online version of the first title is also available on the French site of the Translation Bureau of the Government of Canada.
I was in a bookstore yesterday and had a look at the two books mentioned above. Le Grand Druide contains a lot more data than the other. I also noticed there is a smaller version called Le Petit Druide des cooccurrences, less expensive, but containing only 260,000 collocations vs. the 450,000 of its big brother. Unfortunately, the copies of the smaller one were sealed, so I couldn’t look it up to give my impressions on it here.
It could possible be a good place to start for someone starting to learn French, though.