No there is nothing specific in tkz-fct. You need to use TikZ to do that. With simple functions like in your example, you can use fp.
I think when you have complex functions , it's better to get the intersection with a real mathematics soft.
Actually tkz-fct works only with gnuplot and perhaps it's possible to use tables created by gnuplot to find an approximation of the intersection.
Now perhaps with lua, it's possible to find a fine method.
Update
But I find a solution ! I modified my package but I don't know if there are bad effects:
I used id for 'name path' and I modified \def\tkz@fct
\documentclass{article}
\usepackage{tkz-fct}
\usetikzlibrary{%
arrows,
calc,intersections
}
\makeatletter
\def\tkz@fct[#1]#2{%
\pgfkeys{/tkzfct/.cd,
domain = \tkz@dmin:\tkz@dmax,
samples = 200,
fp = true,
id = tkzfct}
\pgfqkeys{/tkzfct}{#1}%
\iftkz@init@NO%
\FPdiv{\tkz@x@delta}{\tkz@init@xorigine}{\tkz@init@xstep}%
\FPdiv{\tkz@y@delta}{\tkz@init@yorigine}{\tkz@init@ystep}%
\else
\FPset{\tkz@x@delta}{0}%
\FPset{\tkz@y@delta}{0}%
\fi%
% stockage
\advance\tkz@tkzf@fct by 1 %
\FPdiv\tkz@ba{\tkz@min}{\tkz@init@xstep}%
\FPdiv\tkz@bb{\tkz@max}{\tkz@init@xstep}%
\def\x{(x*\tkz@init@xstep)}%
\expandafter\edef\csname tkzFctgnu\@alph\tkz@tkzf@fct \endcsname{#2}%
\expandafter\edef\csname tkzFctgnuLast\endcsname{#2}
\clip (\tkz@xa,\tkz@ya) rectangle (\tkz@xb,\tkz@yb);
\draw[name path =\tkz@fct@id,xshift = -\tkz@x@delta cm,yshift = -\tkz@y@delta cm,/tkzfct/.cd,#1 ]%
plot[id=\tkz@fct@id,domain= \tkz@ba:\tkz@bb,samples = \tkz@fct@samples]%
function{(#2)/\tkz@init@ystep};%
%\end{scope}
\let\tkz@tmp@xstep\tkz@init@xstep
\def\tkz@init@xstep{1}
\iftkz@fp%
\ReplaceSubStrings{\tkz@tempa}{#2}{log}{ln}
\ReplaceSubStrings{\tkz@tempb}{\tkz@tempa}{**}{^}
\ReplaceSubStrings{\tkz@tempa}{\tkz@tempb}{\x}{x}
\ReplaceSubStrings{\tkz@tempb}{\tkz@tempa}{asin}{arcsin}
\ReplaceSubStrings{\tkz@tempa}{\tkz@tempb}{acos}{arccos}
\ReplaceSubStrings{\tkz@tempb}{\tkz@tempa}{atan}{arctan}
\expandafter\edef\csname tkzFct\@alph\tkz@tkzf@fct\endcsname{\tkz@tempb}%
\expandafter\edef\csname tkzFctLast\endcsname{\tkz@tempb}%
\fi
\let\tkz@init@xstep\tkz@tmp@xstep
\catcode`\:=\tkzTWOPTCode\relax
}%
\makeatother
\begin{document}
\begin{tikzpicture}
\tkzInit[ymax=15,xmax=4,ystep=5]
\tkzAxeXY
\tkzFct[id=f,color=red,domain=0:4]{2*x**2+5}
\tkzFct[id=g,color=blue,domain=0:4]{-x**3+15}
\fill [red, opacity=0.5, name intersections={of=f and g}]
(intersection-1) circle (2pt) node {};
\end{tikzpicture}
\end{document}

todo
With some calculations you can get the coordinate system values like Jakes writes.
I need to create a specific macro because sometimes the system is translate and the units can change with xstep
and ystep
.
Here a solution before a new macro
\begin{document}
\begin{tikzpicture}
\tkzInit[ymax=15,xmax=4,ystep=5]
\tkzAxeXY
\tkzFct[id=f,color=red,domain=0:4]{2*x**2+5}
\tkzFct[id=g,color=blue,domain=0:4]{-x**3+15}
\makeatletter
\draw [name intersections={of=f and g, by=fxg}] let \p1=(fxg) in
(fxg) circle (1pt) \pgfextra{\pgfmathsetmacro\xc{\x1/28.45}\pgfmathsetmacro\yc{\y1/28.45*\tkz@init@ystep}} node [right,align=left] {a=\xc\\ b=\yc};
\end{tikzpicture}
