No, you should not use a free proxy server to watch Canal Plus. While taking advantage of a free service might be tempting, these proxy servers are often unreliable and can put your personal data at risk.  In addition, they will offer a different level of protection than a secure VPN.
Free proxies often lack encryption or have outdated security protocols that hackers or malicious actors can easily compromise. Furthermore, some may even sell your data without informing you, which could result in unwanted spam emails and other solicitations.