Hi Jeffer,
Maybe the project is wrong because it tries to include ActiveX, or is it intentional? Maybe recreating the project workspace will help. Also, can you compile the helloworld sample for Pocket PC 2005?
You may also try reinstalling the Pocket PC 2005 SDK if all doesn't work.
To resolve the linker errors you can try changing the configuration to release, disable libc.lib in the project options or disable buffer overflow checking (this can be set in the project options at C++ -> Code generation).