No, CE markings are normally for finished products, not components. (in many cases the software is a component). Most open sourced projects are not user-facing finished software products.
> For the purposes of this Regulation, the following definitions apply: (1) ‘product with digital elements’ means any software or hardware product and its remote data processing solutions, including software or hardware components to be placed on the market separately
https://ec.europa.eu/newsroom/dae/redirection/document/89543