Which file to use? 

First determine which type of processor do you have: ARM, MIPS, SH3
If you don't know, it's most likely ARM.

TCPMP.ARM_CE3.CAB 
  WinCE 3.xx - 4.xx 
  Basically all modern PocketPC, PocketPC Phone Edition and HPC
  (example for PPC2000,PPC2002,WM2003,WM2003SE)
  (Intel XScale is an ARM cpu)

TCPMP.ARM_SP.CAB
  All MS Smartphones (for SP2002,WM2003 SP,WM2003SE SP)

TCPMP.ARM720_CE3.CAB
  Same as ARM_CE3, just with different ARM CPU identifier for Sigmarion III
  (this is NOT for Pocket Loox 720, please use TCPMP.ARM_CE3.CAB for that device)

TCPMP.ARM_CE2.CAB
  WinCE 2.xx (for older HPC's and PalmPC devices)

TCPMP.MIPS_CE3.CAB
  WinCE 3.xx - 4.xx with MIPS CPU

TCPMP.MIPS_CE2.CAB
  WinCE 2.xx with MIPS CPU

TCPMP.SH3_CE3.CAB
  WinCE 3.xx - 4.xx with SH3 CPU

TCPMP.SH3_CE2.CAB
  WinCE 2.xx with SH3 CPU