Both Vietnam, Lao and Cambodia existed as countries before, during and after French colonial period. Their current border, however, is largely established during this time.

This is how the map look like in 15th century. Disclaimer: all 3 countries track their national identity long beyond that but I picked this period just for the sake of this questions, since territory of the 3 countries started to somewhat resemble their modern shape. The kingdom of Dai Viet (yellow), the kingdom of Lan Xan (green) and the Khmer empire (purple) are precedessor of Vietnam, Laos and Cambodia respectively.
By the time French arrived and started colonization in Vietnam, the map looked like this. So Vietnam had taken most of the southern peninsula. Meanwhile, Cambodia lost almost all of the territory once belong to the Khmer Empire and was reduced to a joint-vassal of Vietnam and Siam (Thailand). The kingdom of Lan Xan had also broken up into 3 smaller independent kingdoms: Luong Phrabang, Vientiane and Champasak which were vassals of either Burma (Myanmar) or Siam. You can't see the kingdom of Vientiane in the map since it had just been annexed by Siam after a rebellion early in the 19th century.
France started the invasion on Vietnam in 1858 and finally managed to force Vietnamese king into a full protectorate by 1884. The king of Cambodia also signed a protectorate treaty in 1863 and the king Luong Phrabang was assisted to became the king of Laos. During this process, France push back the border of Siam, enlarge French Indochina colony and rearranged the border of Vietnam, Laos and Cambodia as this. During the colonial period, all 3 countries existed as member nations of French Union and retained their monarchy.