Professional certification exams, whether for PMP or CISM or SANS GEIC or whatever, do not quality for CPE.
CPE are earned by activities to learn stuff to stay up to date in your certification field. Taking an exam to confirm knowledge is not a learning activity.
As for claiming CPE for your PMP study, the rules are the same as for any other CPE activity. You can claim 1 CPE for each hour spent int a class, webinar, seminar, or podcast, but no credit for self study. Further, the activity must be directly related to one of the CBK domains for Type A CPE credit. Otherwise you can claim only Type B credit.
BTW, congrats on achieving the PMP. That is an excellent complement to the CISSP.