@fansy,
"Colombian-French" just means that for one reason or another she can be considered both Colombian and French. The most obvious reason would be one Colombian parent and one French parent, but the order doesn't connote anything about which is which, if so.
She could also be considered "Colombian-French" if she was born in Colombia but moved to France as a small child; if both of her parents were from Colombia but moved to France and she was born in France; etc.
I don't know how France tends to use hyphenated identities -- this usage seems to have to do with dual citizenship (she is a Colombian citizen and also a French citizen). In American English, "[country name] - American" usually has to do with cultural heritage, and doesn't have to be about citizenship. The most obvious example is "African-American," applied to people whose African ancestor(s) may be many generations back. It's true for appellations like "Irish-American" and "Italian-American," too, though. (Someone who calls himself "Italian-American" may have had great-great-grandparents who immigrated to America from Italy.)