Yes, the correct wording is 'Declaration of Conformity' rather than CE Certificate. It is always signed by a 'responsible' member of the manufacturer's or importer's staff. It must also state the applicable standards that it complies with.
CE is self certified (ie. signed by the manufacturer / importer) but they MUST, if challenged, be able to provide evidence that their product meets the applicable standards. This can be in the form of a 'Technical Construction File', which might be used for instance for something simple, without any particular EMC of safety issues, It could contain measurement results if the manufacturer has their own calibrated test setup. More likely (or hopefully) they will be able to produce test results and certificates from a proper test house. In the case of mains powered stuff, for instance, the manufacturer needs to provide manufacturer certification for any safety critical components used, demonstrate proper creepage and clearance and flamability for things like transformer insulation and PCBs - This is all stuff that a test house will demand if they are going to test and certify it.
@CJay: The manufacturer needs to be able provide all relevant documentation to you, not just a single sheet Declaration of Conformity. If you are the company importing the product into the EU, they you will be the ones responsible for generating the Declaration of Conformity, and you will be the ones who must be prepared to defend it!
[EDIT: Oops, yes, exactly what Benta said. The buck stops... err, roughly where you're standing.]