I have some dictionary installed on my computer. This dictionary had been installed from the CD which came along with a hard copy (a book). I wonder is possible to convert such a Windows dictionary to certain type of application that would be able to run on my smartphone (Windows Mobile)? I know there are some programs around that convert .exe to .cab files, but besides .exe files I see the other ones like .DAT, .dll, .dct in the installation folder of dictionary on my computer.

Would be possible that kind of convertion at the first place? It is important to know that Microsoft Windows is not platform for a wide range of electronic DEVICES. Microsoft Windows programs run only on some popular versions of Windows and if the CPU is an AMD or Intel CPU made in the past few years.
There are some receptions, which prove the rule.

Recently MS released a Office version just for the iPhone. This means that some documents you write with Word or Excel could be read and edited on an iPhone. But it is a very EXCEPTIONAL product and took MS awhile to develop it.


Microsoft Releases Office App for iPhone
As for Smartphones other than t Apple, there is little chance that MS would soon do Office for the Android system.

This may be the answer you want. It is possible to run some Windows programs on a powerful Smartphone with the right software. I don't know how it WORKS. Here is the link:
http://ask.metafilter.com/156390/Is-there-a-Smartphone-that-can-run-Windows-XP-Programs