Go the French way? (5)
I believe the answer is:
leave
'go' is the definition.
(leaving is a kind of going)
'the french way?' is the wordplay.
'the french' becomes 'le'.
'way?' becomes 'ave' (abbreviation for avenue, a type of 'way').
'le'+'ave'='LEAVE'
(Other definitions for leave that I've seen before include "Quit; permission" , "Clearance" , "Depart - on authorised holidays?" , "Withdraw - permission - to go - holiday" , "Soldier's holiday" .)