The use of standards is voluntary, but you must comply with the law. The Directives provide the demands and what you need to document. The directives also provides the minimum safety requirements for a product.
For many products, there is no need to use standards for CE marking. For complex products, this is often recommended.
If so, make sure that you use harmonized standards. These are standards that may be used to comply with a particular aspect of a directive.
National standards are not covered.
The harmonized standards are being sold by the National Standardization Institutes.
Note that at one company you sometimes pay twice as much as the other. Apparently there is no standard for that.