Java is not implemented on the Windows Mobile device.
A look at the PHP site shows no implementations for PHP on Windows Mobile.
Others do have Java implementations but I have not found any with a PHP implementaion. This should not stop anyone from implementing a php for a mobile device but the memory and speed requirements for interpreted languages such as these make implementing it on these platforms impractical.
The best way to implemet for these platforms remains web applications that are run from servers and using a good web browser like minimo or opera. For a basic set of apps like mail, music and some office (but rarely) apps and some targetted specialized apps such as medical and securoty apps is to implement them in small footprint compiled apps and then use the web based apps for more generalized applications.
If you require more horsepower for a mobile application the use of tablet technology might be more applicable.