How do I install a french drain in a sunken concrete patio?
I don’t think that a French drain will benefit your situation unless the issue is surface water flowing over the top of the retaining wall. If that is the case, then it might help, but you would not want to connect a drain inside the sunken area to it as it could actually allow water to enter the lower area.

A French drain is simply a tench filled with gravel (may also include perforated pipe) that directs water away from one area to another area.

If you want to get water out of the sunken area, you want to add a drain and pipe it to a storm drainage system, or depending on ground drainage conditions, pipe it to a dry well.

The main issue when dealing with unwanted water is finding a place to put it. A French drain is a way to move it not a place to put it. I think you should make sure that you know where you are going to redirect the water to before going any further. As for how or where to add the drain itself, see @isherwood's answer.