First of all, note that unlike desktop development, Windows Mobile development can't be done in the Express versions of Visual Studio, so if you'll need to buy Visual Studio if you've been using the free version.

Then download the Windows Mobile 6 SDK. IIRC the SDK includes a Direct3D Mobile sample, which would be a good start.

Also, I can't advise you strongly enough to choose OpenGL|ES over Direct3Dm if you are planning to carry this skillset forward. Direct3Dm has no future, its not supported well, very little software uses it -- Its dying. Microsoft knows this, so it's future is not bright.

OpenGL|ES on the other hand, is very well supported across mobile and other devices, both in hardware and in software, its the current API of choice for mobile and embedded 3D development and its dominance is growing.

Now, if you want to study Direct3Dm specifically, or just want something to play around with and don't really expect to develop any marketable skills from, then by all means, go ahead. I'm just saying that you're not going to be putting Direct3Dm experience on any of your future resumes, because precisely no one will care. Less than no one would care, if that were possible.