It sounds like your looking for a visual tool to help you develop applications without coding. I'm pretty sure there are none, atleast none that are free. You will need to learn some style of programming language to build the basic of windows mobile apps, let alone a game. There are many languages that you can use C/C++, Java, .NET(C#,
VB, J#, etc), PPL, Objective C, etc.
I recommend downloading MS Visual Studio Express (FREE) and getting a C# for Dummies book. That will give you the basics in Object Oriented Programming (OOP). Make a few "Hello World" Desktop Apps, then once you feel comfortable move to Windows Mobile. You won't be able to get up to speed overnight, so you'll have to be patient. With .NET/C# you'll be limited a little but you'll be able to do atleast 85% of what you can do with C++.