I seem to be getting quite a number of questions related to CE 6.0 and Visual Studio 2005/2008 - so here's the story...
Developers building Windows CE based devices fall into one of two groups, you are either an operating system developer, or an application developer (and yes, you could be both).
1. Operating System Developer.
For the operating system developer, the CE 6.0 development tools are a plug in to Visual Studio 2005 - the Full CE 6.0 product ships with a full version of Visual Studio 2005 - The CE 6.0 development tool (Platform Builder) gives you the ability to configure, build, download, and debug your custom operating system image. Platform Builder also gives you the ability to write Win32 (C/C++) applications, or DLLs (where the DLL can export functions shared between applications, resource only DLLs, or the DLL could be a device driver in the operating system image).
Operating system developers need Visual Studio 2005, and the CE 6.0 development tools.
2. Application Developer.
Application developers typically don't need access to the underlying operating system development tools, the application developer codes against a "platform". For native code developers (Win32, MFC, *TL), this means that you code against a Windows CE Platform SDK - since you are a native code developer this means that you are calling the Win32 APIs on the operating system directly (MFC is a thin wrapper over Win32) - Since Windows CE is a componentized operating system the exact APIs exposed from a customized "platform" are determined by the embedded operating system developer.
Once a Windows CE configuration is complete, the embedded o/s developer builds a custom SDK (Software Development Kit) that defines the exposed APIs for that specific platform (through header files and libraries). This SDK can then be shared with application developers who install the SDK into Visual Studio 2005 and/or Visual Studio 2008.
The native code developer codes against the custom platform SDK.
Managed code developers have a slightly easier time - the .NET Compact Framework *defines* the underlying platform APIs, when you add the compact framework to a platform configuration a set of operating system dependencies automatically gets added to the platform - as a managed application developer you know that the .NET class libraries are there - if you want to escape the box (platform invoke) then you need to know which native code APIs exist for your specific platform.
Application developers can choose to develop using Visual Studio 2005 OR Visual Studio 2008.