For applications that require the file name of a resource to launch, the Windows CE Internet API provides the RetrieveUrlCacheEntryFile and UnlockUrlCacheEntryFile functions.
RetrieveUrlCacheEntryFile accepts a URL, a buffer that stores the INTERNET_CACHE_ENTRY_INFO structure, and the buffer size. After the file data has been used, the application should call UnlockUrlCacheEntryFile to unlock the file.