If you're trying to run SV32.exe, then yes, you need VPN access and I don't know that it will behave correctly on Windows Mobile, CE, etc.
If you have access to run Sabre via Citrix, and there is a browser plug-in available for the WM or CE platform, it should work since the app runs on the Citrix farm and not on the handheld. You may need access to VPN if you can't access your Citrix front end via Jetnet, though...