I don't believe Windows CE had DirectX until later, so there probably wasn't any compatibility path.
Edit: apparently wrong again! not my day today.
> The Sega Dreamcast is known for running an optimised version of Windows CE (with DirectX) as an operating system.
From the page linked.
It's been a while but IIRC it was a cut down version of DirectX 5 ported from desktop Windows.
Windows CE as an OS has lot of peculiarities. For essentially single-tasking game console most of them are probably irrelevant, but on the other hand these peculiarities would probably make straight port of typical DirectX game from desktop windows an interesting endeavor.
PC port from DC games happened for some titles but I’d imagine the other way around would have been difficult.