OpenNETCF is not a product name, so I'm just going to make an educated guess that you mean the Smart Device Framework, and one of 15 other products that we ship.
The Smart Device Framework requires Visual Studio 2005 Standard or higher. You install the framework on your development PC, create a Pocket PC project in Visual Studio, and add references to the Smart Device Framework assemblies. Once you have done that, you can instantiate the classes as you would with any other framework.