The Honeywell Dolphin 6000 documentation doesn't mention a magnetometer or compass, so you're probably SOL. But, if it does have one, then you should be able to find methods to access it in the SDK
I recommend downloading and reviewing any APIs and documents that come with the SDK and look for references to the magnetometer or compass. Microsoft does not have standard APIs to access those sensors in Windows Mobile, so you will need the SDK from Honeywell to get that information.