Apache Storm is a distributed realtime computation system (source: project website).
CEP is Complex Event Processing, which is concerned with tracking and analyzing (processing) streams of information (data) about things that happen (events), and deriving a conclusion from them. (Source: Wiki)
They are two different things. Storm does not itself perform any analysis, unless you deploy your own code to perform said analysis. That makes YOUR code do CEP, not Storm.
You can do CEP using Storm, or you can use JMS, or something else.
Actor-based frameworks, such as Akka or Orleans, are also candidates for hosting your custom event-analysis code performing CEP.