Depending on the relevant CE directives and regulations, some products must be tested by an independent laboratory before you can display the CE marking symbol on their surface and sell them on the EU market. In some cases, even the supervision of a notified body is required during the production process. That is the case if you produce, for example, electrical products with radio components or measuring medical devices.
External product testing is usually not required for toys but recommended. An independent laboratory can ensure that the provisions of the relevant harmonised standards have been met at the design and production stages.