Microsoft SQL Server Compact is an embedded(able) database ideal for desktop, (hand-held) mobile devices and web clients. It is free to download (also free to deploy and redistribute) and comes in the form of just one code-free file. Its small foot print makes it easy to deploy to a variety of device sizes and requires no administration. It also supports a subset of T-SQL and a rich set of data types. It can be used in creating desktop/web applications using Visual Studio 2008 and Visual Studio 2010.
The following two articles provide the basic knowledge you should possess if you are planning to work with this database:
Managing SQL Server Compact 3.5 in SQL Server Management Studio
In this article managing SQL Server Compact 3.5 from the SQL Server Management Studio which is installed with SQL Server 2008 R2 Nov-CTP (or R2 RTM) will be described. Alternately one could also use SSMS bundled with SQL Server Express 2008. Creating databases, tabels, indexes and nested queries are also described.
Programmatic Connection to SQL Server Compact 3.5 using Visual Studio
Connection string is the entry point to develop any data-centric application that includes handheld or mobile platform. It really is the first step. If you are accessing SQL Server Compact then this article tells you all that you need to know about connecting to SQL Server Compact from Visual Studio, be it the latest VS2010 or an older data technology.
Check out this article and let me know if you liked it.
After connecting you can develop a Pocket PC forms application as shown in this article on the same site: