No, it is currently not supported, but we are busy working on it.
Microsoft will be releasing Windows Embedded Compact 2013, Windows Compact Framework 3.9 will be released at the same time. PInvoke C++ class method in Windows Compact Framework is currently impossible. Wrapping C++ classes in a shared library in C Style methods in another DLL is currently the only way that developers can access the functions of those C+ classes in a C++ DLL, but it is really time-consuming if you look at the picture of wrapping them in C style method. We are currently working on a prototype of enabling our C# Wrapper Generator to output C# code which are compatible with Windows .NET Compact Framework, there are differences between desktop version of the .NET Framework and the compact version, we are looking into the details. Please stay tuned if you are Windows CE developers. We will try to make pinvoke C++ class method as easy as you write code using C#.