I just researched this same thing today in Google... Now lets see if I can explain it.
WindowsCE xx is the code base. They have various OS "flavors" based off this base.
They renamed it to Windows CE.NET when it was upgraded to version 4.0.
Pocket PC 2002 is based on the code of Windows CE 3.0, but with some upgrades and enhancements (most of which are now found in the newest versions of Windows CE.NET).
Pocket PC 2003 (Q1 2003) will be based off the Windows CE.NET 4.x code base.