If you have WiFi, you should be able to go to Handango and do a download and install from the built-in browser.
"With the advent of Pocket PC Phone Edition (Pocket PC and mobile phone with built-in GPRS support integrated) Over-the-Air program downloading and installation is becoming a more and more common potential in the Pocket PC world."
Else, if you just want to copy software over, while your PPC handheld is docked/connected to your desktop, open explorer and browse down to "handheld device" to do cut and paste.
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This content was originally posted on Y! Answers, a Q&A website that shut down in 2021.