Well, I've more or less solved the problem :
I've guessed the equivalent for cn=config was the following ldif entry :
dn: olcOverlay={1}ppolicy,olcDatabase={1}bdb,cn=config
objectClass: olcOverlayConfig
objectClass: olcPPolicyConfig
olcOverlay: {1}ppolicy
olcPPolicyDefault: "cn=default,ou=policies,dc=example,dc=com"
And here's what I've got when I added this entry :
ldap_add: Invalid syntax (21)
additional info: olcPPolicyDefault: value #0 invalid per syntax
Now, I've removed the quotes of the last line and I have another
error, but it seems caused by the PPolicyDefault object not
existing...
But I'm a bit moving forward without any piece of documentation, it's
a bit hard...