Hello Mike.
Sun Microsystems provides J2SE (JDK and JRE) only for limited count of platforms. Look for details here:
http://java.sun.com/javase/6/webnotes/install/system-configurations.html
Windows Mobile platform is not in this list.
But not only Sun provides Java Machines, so it's still a chance available to find one to you.
About J2ME. Sun provides only base emulators of mobile devices and toolkits for application developement with emulators ("Sun Java Wireless Toolkit for CLDC" and "Sun Java Wireless Toolkit for CDC"). 'Embeeded Java Machines for devices' and 'real-device emulators for PC' are being provided usually by producers of real devices (or sometimes by opensource communities).
So, a way to know about availability of Java implementation for some platform is also checking of web resources related to the target platform.
(Heh, it's a long way to say "I don't know", isn't it? :)))