Windows CE isn't in ROM, the binaries are loaded from GD-ROM disc for games that chose to use it. And booting it wouldn't do you much good anyway since there's no graphical or text shell. It's intended to launch straight into the game.

There were some Microsoft Systems Journal issues with articles on how to program for Dreamcast, the non NDA part of it.

Here is one of such articles, take it while still exists,

https://jacobfilipp.com/MSJ/directx.html

The sibling comment already has the other info, everything was bundled together.