Set the frame into place. In order for the doors to open and close properly, you'll need to make little adjustments up and down the sides and across the top. You can use just two nails, one in each corner, to hold the frame in place while you do this (Image 1).
With the frame held in place, begin to insert shims (Image 2) along the sides and across the top, looking to get an even space around the doors and the frame -- called the "reveal" (Image 3).
Check the level, plumb and the square of the doorframe (measure corner to corner in both directions -- the two distances should be even) before you complete the installation of the frame. This will help avoid having to come back to make adjustments to the actual door panels themselves. Nothing screams "out of plumb" like a new pair of badly hung French doors.
Once the doors are working properly, nail the fins to the wall, with nails every six to eight inches. Open and close the doors several times while you work your way around the edges, just to make sure the doorframe hangs perfectly.