1. Why we cannot launch Applet in PDAs like we do in our windows desktop, why it requires some thrid party tools??
I'd guess that Microsoft has more control over the distribution of Windows Mobile than it does over the distribution of desktop Windows. But it's not clear that there is much demand for a JVM on Windows Mobile, so the handset manufacturers or mobile network operators probably don't have much to gain by adding a JVM even if they were allowed to do so.
2. Do we need to signed the Jar files for accessing the system reource like we do for the desktops???
See
https://coderanch.com/t/230845/Java-Micro-Edition/Mobile/Signing-Midlet