I have come across some thing like this at a company I use to work for.
A contractor working on our site built a panel for a company who also was working on our site. The company asked him to ensure all his components etc had a CE stamp so they could issue an overall CE stamp. The conclusion was due to the overall system/machine is getting the actual CE stamp not the panel. That's why modifications to any system/machine should really be questioned if they are required.
So my answer would be no they don't as they can not guarantee the rest of the system i.e the motors and fans.
The blow link seems to indicate a CE stamp is not required if an existing 'Product' is not substantially modified.