Simply do a google on 'gfx.wad'
http://www.lisp.com.au/~michael/pers...akeGFXWAD.html
FYI:
Pocket Quake web site:
http://quake.pocketmatrix.com/download.php
Basically, you need a file (pak0.pak) inside /quake/ID1/ directory you created on your Pocket PC.
Read ReadMe.txt for point #4 under Installation section.