Have a google around; there's lots of sites dedicated to game programming. You should be able to find examples to get you started on the core, and also examples to get you started on how to get graphics working.
WinCE's native API is quite limited on the graphics side of things, and rather than having multiple ways to chuck stuff to a window, you're limited to using DIBs in some places. CreateDIBSection will soon be your best mate
An alternative is to use a toolkit or framework. I've looked
(very
) briefly at PocketFrog, and you might want to cehck that out before diving into the GDI stuff yourself?
http://pocketfrog.droneship.com/
Further documentation available here -
http://www.sundialsoft.freeserve.co.uk/pocket_frog.htm
I guess that, being RPG, the graphics won't be hugely intensive 3D stuff?
Google around and you'll no doubt find source for RPGs kicking about to get you started on that front.