.. not with the XDK if that's what you're looking for.
However, I'm fooling around with something right now for embedded virtual C++ (pre-.NET), which is figuring out how to run all the command line compiler tools properly so I can compile for my pda in linux. Something similiar could be figured out with the XDK however a problem might arise regarding .NET dependencies. Possibly the older XDK (pre-.NET) could solve this?