Renault conforms to EOBD, so if your OBD kit supports both standards, you should be grand.
OBD kit that only supports OBD-II is a bit more problematic.
This, I found out for myself, by hooking my iPhone up to my Laguna II.
One app supports both standards, and communicated with the car without any problems.
The other app supported only OBD-II, and wouldn't connect with the car at all.
The Mégane II is new enough to conform to EOBD as well.
All petrol cars sold new in Europe after 2001 and all Diesel cars sold new after 2004 are required to conform to EOBD,
but in practice, most European diesel cars introduced between 2001 and 2004 also conform to EOBD,
because the diesel cars are, aside from the engine, much the same as the petrol cars.
The port should be hidden behind a plastic blanking plate below the keycard reader.