Hi MoRLoP,
This is great news that you are looking at getting WinCE support for JEDI-SDL.

With regard to your problem...It's very strange that FPC complains about "Undefined symbol: SDL__PUTENV" because SDL_Putenv is a locally defined function and the the OS specific _putenv and _getenv functions are externally defined.

Are you using the latest snapshot from http://jedi-sdl.pascalgamedevelopment.com ? because is sounds like you may be using a very old version of the JEDI-SDL headers.

You may also want to have a look at this thread
It discusses the "not signed with a trusted certificate" issue, but I'm not sure if it will help.