To check the version of Compact Framework, you can run the cgacutil app in \windows. You will need to go into view/options in the file browser and uncheck "Hide protected operating system files" so you can see that in the file browser. I am looking at a CE7 device. If yours is Windows Embedded (probably is if you are targeting Windows Mobile), it might be slightly different, but that app should still be there.
OpenNETCF is not a part of the compact framework though. It is an add on package that many developers have used to help with these projects. There would typically be a cab file or some dlls that get deployed to the device for OpenNETCF. You might want to check that you are not missing some files that need to be deployed.