It is indeed a bit of plastic attached to the bottom of the bumper. Other manufacturers' splitters can sometimes fit due to them being a similar size/shape or being flexible enough to fit the Clio bumper.
If your car has the Cup spoiler, it should also have the Cup splitter, but a lot of them have went missing over the years due to them being smashed off kerbs etc and being a ridiculous price to replace. They were also a dealer fit option, and some dealers simply didn't bother their arse doing it when the car showed up.