Cannes is unusual amongst major film festivals in that it generally does not screen documentaries in its official selection. There have been exceptions in the past, such as in 2004 when Michael Moore's "Fahrenheit 9/11" was screened in Competition (and bagged the Palme d'Or that year), and occasionally other high-profile docs have been invited to screen in Out of Competition berths. But for the most part the Festival de Cannes is a narrative-only event.
Two of the side-bar programmes - the Directors' Fortnight and ACID Cannes - accept submissions for feature documentaries intended for theatrical release, however both the selections are normally very biased towards narrative works.
Theatrical documentaries are sometimes screened by their sales agents for buyers in the Market (and indeed, the Market now has the "Doc Corner", a small area dedicated to factual filmmaking), but this is outside the festival itself. It is also possible to screen short documentaries in the Short Film Corner, but again, this is part of the Market and not the festival.