“Borne libre service” means that you'll pick up your ticket at a ticket vending machine in France or Luxembourg. (Maybe also in Eurostar stations, but I'm not sure if these allow you to print out tickets that aren't Eurostar tickets.) Every major train station and most if not all minor stations have a ticket vending machine, and there are also vending machines in some shopping centers. You will need to have the physical French or international credit/debit card with which you bought the ticket (so no virtual cards), the card must have a chip, and you will need to type the PIN to print out the ticket (watch out if your card expires between the time you buy the ticket and the time you print it out). You should also take the 6-letter booking reference with you, although I think the machine lets you print out all the booking references that are recorded against the card. Allow a few minutes before the train starts (if there's a reservation, I think you have to print out the ticket at least 15 minutes before the train is due to leave, otherwise your seat may be re-attributed to a last-minute passenger).
“Gare ou boutique” means that you'll pick up your ticket in a train station or SNCF shop in France. This needs to happen at “reasonable” hours and only in large enough stations or towns (not the ones that get 3 trains a day). Again, you will need to have the physical French or international credit/debit card with which you bought the ticket, and to be able to type the PIN (but the card need not have a chip). You should also take the 6-letter booking reference with you, to identify your ticket in case of trouble. Don't come at the last minute, there can be a long queue at ticket windows.
I don't know why the two possibilities are separate, I didn't remember them being separate and I don't see what different processing they would do. You'll be able to get your ticket from a window even if you selected “Borne libre service”, so you should select than unless you don't have a “chip-and-pin” card.
