The dlls are not copied to the device as part of the installation.
You could copy the dlls to the device from:
C:\Program Files\Anywhere Software\Basic4ppc Desktop\Libraries
I recommend you to first build the application on the desktop and add Outlook / OutlookDesktop and Phone / PhoneDesktop to your application.
If you work inside the synchronization folder, the files will also be copied to the device.
See this post:
The best folder for your source code