The wince logo showed up while booting a wince game. There's a field in the boot file where you can drop a logo that gets inserted in the boot splash animation. Of Sega licensed games, I think it's just blank or WinCE; but for unlicensed games there's more variation, it's a nice place to acknowledge the developer OS you used.
A sticker on the front is just branding. Image search says it shows 'compatible with Windows CE' which is true. Doesn't mean it was built around it, and doesn't mean it was a good idea, but certainly some games used it. I'm sure Microsoft could have put together Windows CE for gamecube or ps2 if they wanted to, and wouldn't have needed a sticker on the front... ps1 and saturn could probably swing it too; you really just need to put drivers around the hardware and the bios functions, and maybe structure memory properly if bios functions make assumptions.
