We build installations we make up of purchasing parts. Should we involve a Notified Body, or may we apply the CE mark?
First of all, CE is not a quality mark but a certification, which you are likely to perform for your installation itself.
Combining single components that are certified does not mean that the combination is also safe. You will need to check for the components to work together and to be used safely in the final work environment. There is no need to enable a Notified Body in this case.
This CE marking is under the responsibility of the manufacturer, in this case the designer of the assembly and you are. In your organization, it is definitely beneficial to have knowledge of this CE certification. You can also outsource this certification, but your organization remains responsible, so product is responsible.
Knowledge of this certification prevents incorrect choices in design and purchase. Product liability is also largely regulated by CE marking. Proper regulation of CE is therefore also regulating product liability.