That's not really a comparison: they don't all do the same thing.
FireBird and SQL Server are both Database server systems: they accept requests and supply information while acting as an interface between the actual disk storage and the application using the database. SQLCE isn't - it access the file directly.
The difference this makes is that Firebird and SQL Server are both usable in multiuser environments: SQLCE isn't because only one application (or even thread) can access the database at a time - it is strictly single user.
Firebird and SQL server are comparable and this has been done before - Google will find you quite a few, but here is one: http://database-management-systems.findthebest.com/compare/13-26/Firebird-vs-Microsoft-SQL-Server