How does one remove a old French (Maillard) sprocket set from its freewheel? I assume that the smallest sprocket functions as a lockring and has an outer thread that screws into a mating thread on the freewheel.

(I also assume that the other sprockets have inner threads that screw around another (left-hand?) thread on the freewheel, but perhaps that's not relevant.)

Am I correct that I need to rotate the smallest sprocket anti-clockwise against the second sprocket? I've tried, but don't want to apply excessive force if that's not the right way.
You are correct, the smallest sprocket is threaded to the freewheel on the old Maillard freewheels.
Using two chain whips, one on the smallest sprocket, one on the next one up or a few farther. Unscrew the smallest sprocket, it is a standard thread.
The second one will also be threaded so repeat the above steps.
Here is a diagram for the Maillard 700 Course, Compact and Sprint

www.cyclollector.com