Regulation 9 of the Regulation mentioned is simply setting out the requirement for the CE mark to be placed on equipment offered on the market.
It's largely meaningless in a lot of cases where components are used to form a system.
For example, components in your PC carry a CE mark individually and are related to that component in areas like safety and electromagnetic compatibility. Of course, a disk drive can't do anything on its own, so a disk drive vendor will normally put it into a typical system and have it tested by a third party lab. If it passes certain standards then the manufacturer can issue a Declaration of Conformity and apply the CE mark. Then he can sell the product. A major equipment vendor will have complete systems tested and go with that. However, a small system integrator will not go for a lab test and it's pot luck whether the system meets EMC requirements. Because safety is largely a funtion of the PSU, it's unlikely that he would get into trouble on the safety aspects.
For garden lights, vendors supply a transformer, LV wiring and the lamps either as sets or with bits available separately. They should be tested as a system for safety etc. - i.e. all of the relevant standards for that type of product - that is the principle of CE marking. (I didn't say it was any good).
So.... if you were to buy the items from one vendor and install them then there should be no issue, expecially as most of these transformers plug in as appliances anyway.