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Your bags will be tagged at RDU to CDG, and interlined to British Airways at LHR. In regards to a connection, your AA flight will arrive in Terminal 3, all British Airways flights to CDG depart from Terminal 5. Upon deplaning follow purple signs (and the crowd) to flight connections, proceed to the bus (coach as the British say) for a 5-10 minute ride to T5. Upon arrival you'll have a passport and security check then be situated on the departures level of terminal 5. Overall it's a more painful and less seamless process at LHR than other European aiports like FRA, MUC, or ZRH IME.

Hope this is helpful.