Don't know a thing about windows mobile connections. But I assume that when they talk to a windows network, they do it the same way any other windows machine does, albeit wirelessly with wifi like a notebook or with bluetooth.
I assume therefore that you should be able to setup ip forwarding and/or dnsmasq to offer network services to your little buddy, once you get it's wireless antenna recognized by your internal network. Similar, in some ways, to offering network services to a virtual machine, or any other windows machine using your linux machine as a gateway or firewall.
Bottom line: I can't walk you through it, but I'm sure there's a way. First set it up so that a "regular" windows machine can use your network, then get the little guy recognizing your broadcast from your machine, then put them together...
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