Look for a free personal FTP server and download it, for instance from here: www.pftppro.de (german/english, ~1MB)
Install it and set up an user (user name, password, path e.g. c:\webcam, with read/write rights)
The connection between Pocket PC and Desktop is possible over USB/ActiveSync and over WLAN, but WLAN is more stable
If you have a firewall, set up FTP service accordingly
Launch the FTP server and look at its current IP address, that it displays somewhere, e.g. 192.168.1.10
Run WebcamConfig program and input this IP address as server
Input user name and password, press OK
Copy an HTML page, which refreshes the webcam image regularly, e.g. webcam.htm, to the c:\webcam folder
Launch PpcWebcam on Pocket PC
Click on webcam.htm. If it uses META REFRESH, allow it in the browser.

All what you need is a Wireless LAN, a computer running under Windows and - the full version of PpcWebcam
Share a folder with read/write access on the computer
You can check the network share with the Open Path function in the file explorer on Pocket PC
In WebcamConfig program, input the computer name as server and the name and password of the Windows user
Choose the Windows transfer type
Input the name of the shared folder as destination path (without backslash)
Run PpcWebcam
In Windows XP is a nice function, "Show pictures as slide show" or so, that displays the single .jpg and refreshes it when a new one arrives (with same name)

Use the File Synchronization in ActiveSync and PpcWebcam (full version)
Set the Rename Local File flag
Launch PpcWebcam (the Server parameter can be left blank, by wich the application doesn't connect to any computer)
Activate the File Synchronization in ActiveSync, wich copies the picture folder to the desktop computer and keeps it always up to date
Run the WinXP slide show. It refreshes the picture automatically every time, when PpcWebcam has taken a new one