The source you downloaded does contain "Qt files" only in a sense. What it really has is various build scripts, C++ source files, .ui xml and .qml files for user interface generation. The C++ and .ui sources need to be run through code generators (moc and uic, respectively), to generate more C++ code.
"All" you do to get this code to work is to compile it using whatever build system it uses and link it with the Qt library.
The first step is to get a working Qt build for your target platform. You need to get to a point where you have the examples included with Qt running on your Windows CE 5.2 device. Until you get to that point, there's no reason whatosever to even look at the openproject files themselves. If you can't get bare Qt to work on your target, you're toast.
The second step is to figure out the dependencies of the openobject client project - does it really need KDE, and to what extent?
Thirdly, you have to acquire and build those dependencies, and make sure that they work on your target platform. For KDE, there's plenty of example applications that you can use to try things out.
Lastly, you'll get to build the openobject code itself.
Note that it's very likely that none of the projects you'll be building include any Visual Studio project files, so you'll be running all of the build using various commandline build tools.
It'll be, in fact, likely easiest to do the builds using Qt Creator rather than Visual Studio, since Visual Studio doesn't really support out-of-the-box any build systems other than its own. Note that Visual Studio has two main components: the IDE, and the compilers with requisite runtime libraries. You don't need to use the former to use the latter.
As-is, though, your question is way too broad and you'll need to come back and ask separate questions as you run into individual problems.
