MUD has no real translations in French, as you can see it on the wikipedia page. The page also provides some examples.

RPG is commonly known as “Jeu de rôle”. It includes board games as well as video games.

Off-topic additions:

you may consider asking about the games themselves on
gaming.stackexchange.com

Many games features multilingual capabilities and it has really been increasing nowadays with the distribution platforms like Steam, where you can switch language in 3 clicks. It can be very useful to have reading materials (I use to do this with English).

If you’re looking for French communities in games, try to look if there is a region setting or ask for guilds. You will probably find one (at least) in every major game which has been release in EU.

Almost, all commercial video games are available in French. If you to buy one just go on fnac.com or amazon.fr:
http://recherche.logiciel-jeux-video.fnac.com/n32823/Jeux-PC/Jeux-de-role-RPG

If you want to get some for free, there are some abadonware RPG on this site:
http://www.abandonware-france.org/ltf_abandon/ltf_listes_jeux.php?rub=4&bonus=&date=&ordre=alpha&search=0

By the way, RPG is JDR (Jeu de rôle) in French.