That would depend on what you are trying to sell them. If you are selling an existing product, let's say laminate countertops for example, then each Home Depot has a supplier for the store or market that they are in. (ie. laminate countertops supplied to one store would come from a near by supplier but drive 5 hours south to a different store in a different market they will be supplied by someone else). Suppliers of that nature can apply to the store directly but be prepared to either be told no (because they most likely will already have a supplier) or, if you are one of the lucky ones and they need your service/product or you can provide a better one than the one they already have, you will have to apply and fill out forms and it will all have to be approved higher up the chain of command than just store level. So you would have to spend some time waiting before you would know if it were approved.
Some products are "hosted in" and supplied by head office and not individual suppliers. You would have to go to head office for those types of products.
If you are selling a product that you would want every Home Depot in the country to sell in their stores that they don't already sell then you would have to go to the head office. There is a head office in Canada but the Canadian stores are somewhat bound to the US, Atlanta head office (Atlanta even has a say over the heating and airconditioning in each of the Canadian stores). So if you want it to be just in the Canadian stores you could try the Toronto office. If you want all the Home Depots world wide, try the Atlanta office.