So you've made a windows mobile application, how do you get it on the phone now? The Deployment project is not terribly intuitive. Here is how to get your mobile application into a CAB to be installed on a phone, and how to make a shortcut in the Start Menu.
In Visual Studio 2008 right click your mobile solution file and select “Add new project”
Expand “Other Project Types” and select “Setup and Deployment”.
Pick “Smart Device Cab Project” from the list on the right.
Give the project a name and hit “OK”.
Right click on the new deployment project, click “Add”, Click “Project Output”
Make sure your application (EXE) project is selected in the drop down at the top, then select “Primary output”
Right click on the Deployment project, select “View”, “File System”.
Right click on “File System On Target Machine”, select “Add Special Folder”, select “Start Menu Folder”
Click “Start Menu Folder” in left pane. In right pane (empty) right click and select “Create New Shortcut”.
Double click “Application Folder”, Select the primary output from your Mobile project (the application exe)
Rename the shortcut to something more friendly.
Right click the deployment project, select “Build”, then go find the cab, drop in a folder on the phone. From the phone find the cab using file explorer and click to start in the installation.
This was short and sweet, but hopefully it was enough to get you through.