The device manufacturer should provide some sort of SDK, development environment, or at least some documentation for loading an OS on the device.
You'll need some sort of cross-compiler and linker to create executables for the device. A remote debugger would be nice, but may not be available.
An emulator or simulator that runs on your workstation would be very, very helpful.
You'll need whatever hardware is needed to move data and executables to and from the device. This may be Ethernet, RS-232, wi-fi, Bluetooth, USB, optical, eprom burner, or something weird.
Without more information about exactly what kind of device you are targeting, there is not much more to suggest.