I believe it is because the directories on the PocketPC are spelled differently. It's nothing intentional, of course.
... NO WAIT! I am mistaken. Did you download Wolfenstein from the official webpage? I remember now, that download was corrupted, it's a bad version that doesn't work. Let me see if I can upload the EXE I have to my website so you can download the version that works!
Or better yet, Download the 1.3MB ARM CAB file off of the official website. Transfer the CAB file onto your PocketPC. When you have it on your PocketPC tap on it in the File Explorer to install. That version might work and probably faster than I can get the files from my PocketPC onto a website.