I found a web server available for the Pocket PC, available here: [cam.com ]. Now I haven't figured out exactly why you'd want a web server on your PDA, but it seems that you can do it. I haven't tried the software.
If anyone gives this software a trial, you are required to come back here and give us a report! ;)
A week ago there was an article on the Slashdot, where someone put Linux on his Compaq iPaq 3765, and then put Apache on it as the web server. The iPaq has got wireless support, and the only cable connected to it is the power cord just in case the battery runs flat.
Unfortunately, that guy has disconnected his iPaq from the Internet because it has been hit badly :) Well, Linux + Apache is free, compare to vxWeb which is a commercial product at $59.95 per copy. And it let you walk around with the web server in your shirt pocket :)
Someone still has to explain to me an application where you'd really want a web server on your iPaq.
To test run applications on the flight etc. I acctually took this serious a while ago (2 years), since it's not very cheap to connect to the net via a mobile, and it doesn't go very fast when you download the pages, i would have to get a web server for my PDA when i was travelling, so i could test run, .asp pages against access db's etc. Of course you could buy a laptop and everything would be much easier but anyway, i felt it was a good reason (even though i never went trough with it!)