The whole point of the ESP32 family is that the WiFi radio is integrated into the microcontroller itself, so the only external part required is some SPI flash memory for firmware storage. CE/FCC certification doesn't apply to chips, only to modules and products that include them, and there are several vendors (including well known names such as u-blox) offering pre-certified ESP32 modules that can be easily integrated into a custom design. Most of the development boards linked in the article are basically breakout boards for these modules.