http://www.concacaf.com/page/ConfederationDetail/0,,12813~3150654,00.html Although I'm not too sure if they are members of the CFU. No one has reported that. They can, in theory enter the Gold Cup, although this isn't possible if they aren't a member of the CFU.
For them to be full members of CONCACAF would be unprecedented. Curacao is a full member, but they are "in association" with the Netherlands as opposed to being integrated areas like Guadeloupe, Martinique and French Guiana, which are states of France. Those areas don't appear to have their own associations, not even in the NF Board. I'm wondering if Sint-Maarten will join CONCACAF.
If you read the link in the first post, there is the following paragraph: "In addition, five national associations were granted admission as new CONCACAF members. French Guyana, Guadeloupe, Martinique, Saint-Martin and Sint Maarten, which previously held Associate Member status, became full members. As a result of their new status, they will now be able to participate completely in the confederation's competitions."
Yeah... I dont think you can class Martinique and Guadeloupe minnows.... or even French Guiana for that matter, they did make the finals of the 2012 Caribbean Cup and beat Jamaica!!