The imdb cast shows him as appearing it archive footage, but I don't remember him being in it. "Everybody be cool... you be cool" George Clooney as Seth Gecko in From Dusk Till Dawn
I don't remember seeing him in it either.
There is one very brief clip of him, third episode probably. From the way it's used I think Adam Curtis was sceptical that Kerry would have improved things that much anyway.
The director obviously felt he was using the politics of fear as well to sway the vote to his side.