Just so I understand, you are trying to connect to a SQL Anywhere database server running on a network from a Windows Mobile device, right?
If so, I have a few questions:
What interface are you using on the windows mobile device (ADO.Net?)?
What is the collation/code page being used on the network database server?
Generally, you shouldn't need to add any collation support to the database to support clients on devices with other code pages. The client interface software should be able to translate from the server code page to the client code page. You can use the connection parameter "Charset" to affect how the client translates the data retrieved from the server.