Re: Been there...
There was a custom version of Windows CE created for the Dreamcast. Very few games used it, most of them wrote direct to the metal. It wasn't a general purpose OS.
See https://segaretro.org/Windows_CE
KISS Psycho Circus did use Windows CE for Dreamcast, the frame rate is appalling, and the game unplayable. I'll grant that Sega Rally 2, Virtual Cop 2, Hidden and Dangerous, and Starlancer had decent reviews though.