"Voila" is in fact considered to be an English word. That is to say, it's a "loanword" from the French, like "envelope" or "fuselage" or "menu." (Oddly, in recent years I've noticed some people misspelling it as "walla.")
"S'il vous plaît" is not frequently heard in speaking, but occurs in the initialism "RSVP," which is put on an invitation to mean "please reply."
People occasionally will pepper their English speech with short, well-known common phrases from foreign languages. I'm not sure why. Perhaps it is a way of showing off that they've traveled to Europe. It's not very common.
Many English speakers, even those who have not studied French, would recognize "merci beaucoup" and "oui."
I'm not quite sure why but people who've served in the Armed Forces will use "beaucoup" to mean "a lot," and this, too, is now included in English dictionaries.
Other French phrases, fairly commonly used and understood by English speakers who don't actually speak French, include "au revoir," "bon voyage," "bon appetit," "c'est la vie," "haut couture," and "haut cuisine."