If you want to get started and play with Windows Embedded CE 6 tools, you can do this online here. No need to install anything but an ActiveX on your machine. You will access virtual machine just using Internet Explorer.
BTW, these are the labs that were presented at the last ESC conference and that I promised everyone to put online :-)… sorry for the delay…
It is also important to note that Adeneo Embedded helped building these labs.