There are a whole bunch of things in Windows that call themselves message queues, and none of them have anything to do with each other.
There is the window manager message queue, which holds window messages.
And there is the Microsoft Message Queue (MSMQ) which is a networking technology for allowing multiple computers to communicate with each other by sending and reading messages.
The Windows Mobile folks didn't want to feel left out, so they created their own Message Queue Point-to-Point message queue system.
These are all unrelated technologies. Trying to, say, read window messages from a MSMQ message queue will get you nowhere.