The CE marking is a self certification program, and there isn't an approval process. All the can happen is that you can get fined after the fact for applying the mark to products which don't fulfil the necessary requirements.
Technically it is a self-certification program, since it's the device manufacturer who signs the certificate, but that's not the whole truth. A manufacturer still needs to prove compliance (in the case of the EMC directive, either Annex II or III) or slapping on the mark is just fraud.