Here are some possibilities:
* If Maddy is short for Madeline: You would say "Madeline," and the common French nickname would be "Mado."
* If Maddy is short for Madison: You would say "Madison," and a possible French nickname would be "Maddy" itself (as it's already close to French pronunciation).
If you know the full name, you can find the most appropriate French translation. If you're unsure, you can just use "Maddy" and most French speakers will understand.