The Java ME Platform SDK includes a sample virtual machine that runs on Windows mobile devices. In your installation home, see on-device/winmobile-arm/sun-java-cldc-emu.cab.
This runtime is for evaluation and testing, so it can only be deployed from the SDK.
This topic describes how to install Sun Java CLDC Emulation software on a Windows Mobile device, and make it available to the Java ME Platform SDK software. In this scenario the device is connected to a host running Windows, and Microsoft ActiveSync maintains the connection.
If you are using the SDK on Mac OS (no ActiveSync available), you can use a wireless connection to connect to the runtime once it is installed on a Windows Mobile device.