If you mean you want to send an SMS/MMS message to a mobile that is identified by its number then I'm sorry to tell you that you need to go through an operator or carrier to do that. .NET compact framework will not do that for you.
To send a message though, usually you want to apply protocols like
SMPP[
^] and
CIMD[
^] (my personal preference is to SMPP, I used to write these servers)
There are online providers that will accept JSON/BSON/HTTP requests and they then take care of translating this to SMS.
Of course, all of the above is chargeable by the operator/gateway.