ado.net and sql compact edition

VS Menu: Data->Add New Data Source. Select Database, click next. Click New Connection, Click Change; Select "Microsoft Sql Server Compact x.y(x & y depend on version), Click Ok. Select either Create or Browser to existing database.

After that I can not offer much info as you have not stated what you are trying to do nor have you indicated what problems you have encountered.

If you wish to write all the code yourself, just add a project reference to System.Data.SqlServerCe and then look up the documentation on how to proceed.

http://msdn.microsoft.com/en-us/library/system.data.sqlserverce%28v=vs.100%29.aspx