I just came up with this sample for creating a New Document Wizard for use with MicroStation CE. Seems to work OK and demonstrates mixing managed assemblies with native code.
I only tested this with 64-bit and with MicroStation. The delivered MyWizard sample with the SDK is badly out of date.
If you use the managed assembly and its logging, you can control the output logging directory location by adding an app setting called LogFolder in microstation.exe.config like this:
Otherwise, I think the logs will show up in c:\users\user.name\AppData\Roaming\Bentley\Logs\. Did not test that condition.
This demonstrates that you can do document creation wizards in CE, but you may also have to some work to get existing wizards ported.