You will pay a lot to get a CE test house to do the whole thing.... But the CE Mark Association can also offer help and advice, online courses.
https://www.cemarkingassociation.co.uk/I started from much the same position as you... I have done a few courses, we pay them to carry some compliance testing (mostly EMC) - but now I think I have a handle on it all.
They can also supply you with Technical file checklists, Risk Assessment templates etc... these helped me a lot.
Remember its self assessment for most things, some directives - like ATEX might require you to involve a notified body. LVD, EMC are self assessment. EMC is hard to do yourself though - unless you have all the equipment needed to carry out all the tests. Nom one will ever tell you specifically "do it like this"....
In short though - your technical file should contain;
>A document describing the product, like sales literature
>Technical drawings, circuit diagrams for the main assembly and sub-assemblies (i include datasheets for components too)
>A BOM
>A document listing the CE directives and standards you have used
>A risk assessment for your product (this i think is the hardest bit to do)
>Evidence of conformity to the directives, photo's of tests, test reports and results.
>Conformity certificates for components in the product
>Details of your factory controls to ensure conformity remains during manufacturing
>Copies of labels and markings on the product that you how its used (ie power supply ratings, IP ratings etc...)
>A copy of your final declaration certificate