This is the first of two papers investigating the mechanical response of cemented granular materials by means of contact dynamics simulations. In this paper, a two-dimensional polydisperse sample with high-void ratio is constructed and then sheared in a simple shear numerical device at different confinement levels. We study the macroscopic response of the material in terms of mean and deviatoric stresses and strains. We show that the introduction of a local force scale, i.e., the tensile strength of the cemented bonds, causes the material to behave in a rigid-plastic fashion, so that a yield surface can be easily determined. This yield surface has a concave-down shape in the mean:deviatoric stress plane and it approaches a straight line, i.e., a Coulomb strength envelope, in the limit of a very dense granular material. Beyond yielding, the cemented structure gradually degrades until the material eventually behaves as a cohesionless granular material. Strain localization is also investigated, showing that the strains concentrate in a shear band whose thickness increases with the confining stress. The void ratio inside the shear band at the steady state is shown to be a material property that depends only on contact parameters.