The sole western-style symphony orchestra established back in 1946 has never been allowed to perform in a capitalist country before. However in 2008 the New York Philharmonic performed in North Korea with great success and audience and government approval as well. See this article. I found a video of the Philharmonic performing the Korean folk song Arirang in Pyongyang in 2008. It is appended.
The North Korean orchestra is now playing in Paris and is being joined by French musicians and led by a South Korean conductor. Some analysts see the tour as a sign that the new ruler of North Korea Kim Jong-un will be a bit more liberal.
Although France and North Korea have no diplomatic ties France does have a culture mission there. This mission is meant to facilitate art and cultural exchanges between the two countries. Perhaps North Korea will begin to open up gradually to more foreign relations. For more see this article.