Even if I specified the French language in the preamble of my document (Tufte-book documentclass), the formatting of the legends of the figures and tables has been kept in English. So I added to the babel-french package in the preamble a command to replace "Table" by "Tableau" (the term Figure is the same in both languages) and precise at the beginning of the figure and it works:
\documentclass[symmetric,justified,marginals=raggedouter]{tufte-book}
\usepackage[french]{babel}
\addto\captionsfrench{\def\tablename{Tableau}}
\begin{document}
\begin{table*}[h]
\selectlanguage{french}
\footnotesize
\begin{tabular}
\end{tabular}
\caption{Example to insert space before double dots}
\label{tab:example}
\end{table*}
\end{document}
On the other hand, in French language, there is a space between the number of the caption and the double dots which present the label of the caption, contrary to what is practiced in English language ("Figure 1 :" and not "Figure 1:").
What should I do to insert this space?