After you build your app for production, you must transfer the .cab file to your device and install it.
1) Build your app (`rake device:wince:production`). This will create a .cab file in the /bin/target/ folder inside your app directory structure.
2) Transfer the .cab file to your device. To do this you must use the MS Mobile device center (Post-XP Windows) or ActiveSync if you are using Win XP.
3) Install the .cab on your device. Double-tap the .cab file on the device to install it.