Most PocketPC programs are distributed as Windows XP executables, which interface with ActiveSync so that the PocketPC program will be installed the next time you sync the PPC with Windows.
If you have a Mac, PocketMac Pro includes a tool to search for CAB files inside Windows installers, but it is limited and does not always work. If it doesn't work and you don't have Virtual PC, you'll have to hope that a site like FreeCabs provides the PocketPC file for direct download. Make sure you don't violate any copyright laws. (FreeCabs claims to have permission, wherever it is necessary, for the files it posts.)
You could also check the vendor's own site for a direct PocketPC installer, or ask their support if they don't provide one, but many vendors will refuse to offer any help of any kind once they hear that you have a Mac.