If you don't have a "PRIVATE" subfolder in your Windows CE installation subtree or if it's almost empty, go finding the installation CD and re-launch the installation.
If you choose "custom setup" you have a chance to install Windows CE shared source.
Do it as soon as possibile.
When I talk about Windows CE at conferences here in Italy to people that don't know the OS, many of their mouths opens in disbelief when I say that the OS is realtime (hard-realtime), and show proofs of that.
But jaw bones fall on the floor when I say that they can have the source code of the kernel and of most of the components of the OS.
For many people microsoft and source code are related like orangutans and ice skating: technically they may be able to do that... but will never try it.
Windows CE, instead, comes with a lot of commented source code that can be an invaluable help in finding bugs, undestanding performance issues or learning how some OS components work "under the hood".
It's like an orangutans performing during "Holiday on Ice"!
Sometimes (and that's bad!) source code is the only documentation you have, but the amount and quality of Windows CE documentation is improving.
Having zillion of lines of working code is great to really have control over what you are developing.
If you use Windows CE you are usually not developing a single software component, you are developing a solution, a device made by hardware, OS, and application software and it's great to be able to have all the information you need on those three layers.
If you still haven't installed the shared source, go installing it!
If you did, spend some time wandering around the directories, open source files and let your curiosity drive you.
And don't limit your exploration to the PRIVATE folder. Inside WINCE600 (and also older releases of the OS, of course) you'll find millions of lines of code, useful tools and samples. If you have to write a new driver or an application that uses some of the OS features is very likely that you'll be able to find a good sample that you can use as starting point for your development.