Windows CE development is not as fun as Linux because of the lack of open source tools. However, once I am able to make ssh server and client running on it, it becomes better. Here is how to get ssh server and client running on windows CE 5 (ARM based):
1. Download CESSH at http://www.codeplex.com/wikipage?projectname=CESSH
Download sshd_config at http://www.codeplex.com/Project/Download/FileDownload.aspx?ProjectName=CESSH&DownloadId=3561
Download file http://www.codeplex.com/Project/Download/FileDownload.aspx?ProjectName=CESSH&DownloadId=3562
2. copy the files to your windows CE device, suppose "\ssh"
3. mkdir "\Hard Disk"
4. copy sshd_config "\Hard Disk"
5. mkdir "\NandFlash"
6. mkdir "\NandFlash\ssh"
7. copy ssh_host_dsa_key to "\NandFlash\ssh"
8. run "adduser.exe root rootpass" to add the user "root" with password "rootpass"
9. copy SocketToFile.DLL to \windows
10. run "sshd.exe"
To test it, get pocketputty
(http://www.pocketputty.net/download.html)
If make this work over ActiveSync, use the remote port tunnel in putty.
Another great tool to have is netcat for CE: http://www.dr-bischoff.de/wince/Andreas_WINCE_stuff.html#netcat
Hope this helps.