Electromagnetic compatibility and external sensors
Yes. Depending on the application, it needs to conform to the EMC or the RED directive. These directives allow a form of self-certification for CE marking, so most products don't necessarily have to pass an EMC test by a 3rd party neutral test house.
Devices put on market must have the CE mark and a declaration of conformity, where you state that the product is EMC compliant. If the product is actually EMC compliant is another story...

Hard to answer since distance, baudrate and type of cable makes all the difference here. You have to be far more specific. For simpler sensors, it is very common to use 4-20mA current loops rather than CAN etc.