no, changing the wheels is fine, its when you start changing the suspension etc
Saying that though if you put 17inch wheels on your clio (unlowered), youre gonna basically invalidate the warranty on things like drive shafts and wheel bearings
If you change the wheels for 15s, everything will still be covered
Renault basically told me to sod off when i took mine in for a wheel bearing
You "should" be ok though if you change the wheels and something goes wrong within the first year