We don't have the same "transfer counter" concept in the US that other countries have. However, all gates in PHX T4 are connected behind security, so as long as you can get your AF boarding pass in advance (such as by checking in on the AF website), you can just walk from one gate to the other since you're not checking a bag. But even if you can't get the AF boarding pass in advance, you can still go to the gate of the AF flight and see if they can print your BP there.