It's not a French name.
It depends on the "Mrs." you are addressing. I could be either Madam or another variety of "Mrs."
bonjour madame Knight
bonjour, madame Ann.
Je m'appelle madame Mason
bonjour mademoiselle (miss), bonjour madame (mrs)
there is no real equivalent for ms in French. Miss is translated 'mademoiselle' ans Mrs is translated 'madame'. When status is irrelevant, French people tend to call women 'madame', except when they are really young-looking.
Mrs. Black in French is Madame Black, abbreviated Mme. Black. Note that one does not translate the surname, Black. The common noun black is "noir" in French, but one would never address this woman as Madame Noir.
"monsieur" (Just to remember: when this word is used as a title, it must always have 'm' in capital letter [M. or Monsieur).
"Bienvenue à la classe de Madame Burke."
"kelly"
In French, "Mme" (pronounced "Madame") stands for "Mrs." It is used as a courtesy title for married or older women.