Assuming that your palm (force of habit; I'll refer to it from here on out as such, but note that I am aware you don't actually own a Palm[tm]) runs WinCE (which "PocketPC" implies) then your best bet is MSDN as a general reference.
Know this, however: embedded programming is a real bitch. It's easier now than it was 5 years ago, but it still requires some knowledge of the underlying hardware and a few other funny "isms" which you'll need to keep track of. You'll also want a copy of Visual Studio to do cross-compiles on your actual desktop/development machine.
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