I want to know if certain process is running on a Windows Ce device from a desktop application throw RAPI
RAPi doesn't inherently have any process management/toolhelp functionality so out of the box you can't do this. What my recommendation would be is create a custom RAPI DLL (example here - unfortunately this has to be done in C, but it's pretty straightforward) that either just checks your process via toolhelp, or a more generic version that allows you to enumerate running processes, then use CeRapiInvoke to call that DLL.
The shared source OpenNETCF Desktop Communication library has a wrapper for this function.