CENOMAR is to proof that your fiancee has never been married. Although it is not on their checklist it is up to the applicant on how to support your application so they will not doubt on it.
Same as if your fiancee has been previously married and now annuled (divorce) then she must provide the documents like annulment papers, judges decisions and the annotated marriage contract from the NSO.
They do have contacts with these people incase a paperwork seems like unreal and they need to verify if the applicant is registered to such and such.
