Have you installed a CE 6.0 SDK? I think that's your missing piece. You can circumvent the error you're seeing with a 5.0 target by manually copying the indicated resource CAB to the device and running it before deploying your app.
EDIT
The SDK, generally speaking, would come from the device OEM. If, for some reason, you can't get an SDK from the OEM then you can install any SDK targeting the same processor and it will work. Bear in mind that the SDK can "filter" out libs and headers, so if you have a trimmed-down SDK, then you may not have some of the headers and libs you want (though you can always dynamically load the functions you need). Likewise, if the target device doesn't have a feature that's in your SDK, you may be able to build and link and app that won't run on the device. If the device has custom API (for I/O or whatever) that typically comes with their SDK, then those would also be missing if you use a different SDK. Still, it's better than nothing.
Myself, I have a couple SDKs that I build for x86 and ARM that just have pretty much the kitchen sink thrown in. I just install and use those SDKs for most device development.