If you are intending to play both on Windows and PS3, then that Windows CE code is handy to use, then just add the PS3 copy via the PSN Store - just need the standard edition, no need for Collector's Edition when adding additional PS3 platform.

However if you decided to only game on PS3, then obvious case is to return/swap for PS3 copy, and if you later to decide to add additional Windows platform, you can do it via Mog Stations.

Once your Service Account is registered with CE, all characters of that Service Account will have CE items - regardless what platform you're playing it from.