I'm pretty sure you've heard of at least one person named Jolie: https://en.wikipedia.org/wiki/Angelina_Jolie - but of course she's not French, I guess her parents picked the name because it sounded nice, and she thought it sounded so nice that she picked it as her stage name...
According to data from INSEE (France's Census Bureau equivalent), since 1925, only 6 babies were named Jolie in 2011 and then 5 more in 2018.
There's a Joline which you'd pronounce pretty much like jolie as the n is very weak, but it's barely more popular.
Anyway, jolie does mean pretty, but it's not really a name (11~0 at this scale).