You can use CERHost to connect to your Windows Embedded Compact terminal over Ethernet and display its screens in a window. You can also use the mouse and keyboard on the desktop to remote control the device the same way as if you were using the UI on the device.
In general device side component is already available on the device. Just launch is by enter "start CERDisp -c". Now launch cerhost on your desktop and select the device you want to conncet.