French does have a progressive aspect, except that it's usually labelled the continuous aspect.

In English, you'll have something like "I am eating". In French, this is overlapped by the present tense, so you normally obtain a translation of "Je mange". If you reverse this, "Je mange" can mean both "I eat" and "I am eating". If you absolutely want to put the focus on the action being done in a continuous/on-going manner, you can say "Je suis en train de manger", or in more colloquial Canadian speech, you can also use the construction "Je suis après manger". It's not quite the same as the English progressive, since the French continuous really does express an action currently occuring, so it's more like "I am in the process of eating".

A better example for contrast would be "I'm going to the store." If you said "Je suis en train d'aller au magasin", you're implying that you're already heading off for the store; perhaps you're in the doorway putting your shoes on, perhaps you're currently walking there -- it really implies the action is occuring in the 'now'. "Je m'en vais au magasin", means that you're going to the store, but it could be later on in the evening, or maybe you're already setting out -- it is basically anywhere within the time frame of right now to later on.

Question is, what is a universal? To what does this 'universal' apply?

The problem with the word universal is that in linguistics, it has come to represent an absolute feature or characteristic that is found in all languages. In other words, it implies a truth that can be applied to all languages. Because of this, the term 'linguistic universal' is becoming increasingly disfavoured. If a certain rule is an absolute truth that can be applied to all languages, what happens when someone else finds a language that breaks this? We're only human, so we can't study all the languages in the world at once, but to claim that a certain feature applies to all languages doesn't necessarily make it universal; it makes it a tendency, a generalisation.

That's why you'll get some people saying there's no such thing as a linguistic universal. You should also specify that you're referring to spoken language, since a universal 'sound' is no longer applicable to something like sign language. But to answer your question, you might want to take a look at The Universals Archive; a number of them can be countered (and at times their wording can be really awkward), but it's a good place to look around.

Well, linguistic "universals" should be treated as rules, and there are exceptions to every rule. It's a near-universal that every language has nasal consonants, and you will only find a few languages that don't (I think Pirahã has them only as allophones). So barring these few exceptions, it is indeed a universal.

Couldn't you just forget about those languages though? It's not like they really matters, then you have a universal.

They're interestingly solely because they provide exceptions to otherwise universal traits.