I followed this link to cross compile Qt for wince. http://qt-project.org/doc/qt-4.8/install-wince.html Everything worked as link says. I am able to run the applications on Visual Studio emulator for wince. Now how do I make a single executable that can run on wince based device?
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You have 2 ways to go:
1- Compile everything in your program statically (static linking).
2- Use UPX to compress everything in one file, which will decompress and open automatically. http://upx.sourceforge.net/
Just be aware of the licensing problems in Qt if you use static linking with Qt.

The Quantum Physicist
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Thanks for quick reply. So I have to build Qt statically..I mean with '-static' option for configure..?? – SSaurabhJ Oct 04 '13 at 11:06
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Here's a tutorial about that. I'm going to update it to be fully independent with static linking. http://stackoverflow.com/questions/14932315/how-to-compile-qt-5-static-or-dynamic-on-vs2010-or-vs2012-express-under-windows/14932316#14932316 – The Quantum Physicist Oct 04 '13 at 14:27