Microsoft SQL Server Compact 4.0 is a free, embedded database that software developers can use for building ASP.NET websites and Windows desktop applications. SQL Server Compact 4.0 has a small footprint and supports private deployment of its binaries within the application folder, easy application development in Visual Studio and WebMatrix, and seamless migration of schema and data to SQL Server.
You can download very small file of SQL Server CE from here.
Books Online is the primary documentation for SQL Server Compact 4.0. Books Online includes the following types of information:
You can download SQL Server CE Book Online here.
Reference: Pinal Dave (http://blog.SQLAuthority.com)