Its .NETCF 3.5

Every Visual Studio 2008 Edition (starting Professional and higher) has it on board for it allows you to develop for mobile devices...

If you just want to enable you pda for application which use the framework, then just go here:
MS Download for .NETCF
and download the framework...

Installation is simple...
a) install the framework on your pc...
b) connect your pda via active sync or mobility center
--> it should be automatically installed on the device

hope, i could help