As a non UK student (French), and about application for a PhD, i'd like to know if i can send my CV, covering letter and referees directly to the person indicated by 'application enquiries to' or if i have to complete an application form available at the website of the university linked to the project and send it to the university (and also to the project supervisor)?
Thank you

both. if you know exactly the person who might have the same research interest with you, it is better to send your cv, referees, whatever, directly to him/her. he/she will consider your application and decide if he/she want you to process the formal application.

There's no harm in sending your CV through. Most universities use standard application forms for official applications, but if you're enquiring to the supervisor, then they'd probably prefer to see a CV.