You use ATL classes in Windows CE the same way you use them on other Windows platforms. Windows CE supports all but six of the standard ATL classes.
Windows CE doesn't support the apartment threading model, so ATL for Windows CE doesn't implement the CComApartment, CComAutoThreadModule, CComClassFactoryAutoThread, or CComSimpleThreadAllocator classes.
Windows CE also doesn't support asynchronous monikers, so ATL for Windows CE doesn't implement the IBindStatusCallbackImpl or CBindStatusCallback classes.
There are some classes in ATL for Windows CE that don't support all the methods they do in the standard Active Template Library. See What's Different in ATL for Windows CE for information about these classes.