I’ve just uploaded sample project files for VC++ 8.0 for Windows CE platform on GDAL/OGR CVS repository. So, now it’s possible to build OGR port for Windows CE using VC++ 8.0 - latest C++ compiler from Microsoft. For more details I suggest to take read README file located in wince directory on CVS. I also invite you to read announcement about Windows CE port of OGR I posted about two weeks ago.
Remember, you need VC++ installed from Visual Studio Standard Edition or Visual Studio Professional Edition. Unfortunately, free Express Edition won’t work. Here is detailed comparison of Visual Studio editions