How to get CE markings for a PC I assembled from CE certified components?
You, as a system integrator, cannot say that your system passes CE unless you test it and certify it yourself. You can't claim compliance of the whole box just because the components pass individually. It could very easily fail due to some other unforseen use case that causes an interaction between the parts that leads to an EMI failure.

Interference enforcement is kind of an honor-system. If someone buys an assembled box from you, regardless of whether it uses CE certified components or not, and it causes an EMI problem in the field that is traced to the box you sold them, they will be obliged to fix it. Which means the box might come back to you.

Even if you don't resell your box, if EMI is traced to you, you're still obliged to fix it. It doesn't happen often, but it does happen.