A Schengen visa gets you into the the Schengen visa zone. Once you are in the zone, say the Netherlands, you can get into another country in the Schengen visa zone like France without clearing immigration again and you are entitled to be in France. So you need to fly to France via Amsterdam.
I am fairly certain that you can leave the Schengen zone from any country.
This
website give a decent background to the Schengen visa.
The Schengen area is an area of free movement of persons. In accordance with the Schengen Convention of 14 June 1985, the 15 States, which are members thereof, have abolished checks on persons at the time of crossing of their internal borders. Hence the checks on persons is only carried out at the time of crossing of the external border of a member State, which then acts on behalf of all of the other States of the Schengen area.
That is why all countries who are members of the Schengen Treaty have two zones at the airport; one for flights to within the Schengen zone (the equivalent of domestic flights) an one for flights outside the Schengen zone (the equivalent of international flights even though it is just to the UK)
What I am not sure about is if you can get into France direct on a Dutch Schengen visa.