download the developing environment in desktop PC first, the JDK older version, such as JDK 1.1.8 and 1.2;
then download personal java TM runtime environment for windows CE, the free one is version 1.1, you can download from here: http://developer.java.sun.com/developer/earlyAccess/PersonalJava/, hopefully it is still there.
third, download personal java emulation environment for simulate your program in desktop PC, PJEE 3.02 is fine.
http://java.sun.com/products/PersonalJava/pj-emulation.html
Is it what you want to know?