Installing the .NET Framework 4
The SQL Server Compact 4.0 supports only .NET Framework 4.The Microsoft .NET Framework 4 is available for download from the Internet. The .NET Framework 4 is available as a free download at the .NET Framework Downloads site.
After you have downloaded and installed the .NET Framework SDK, you can add it to SQL Server Compact Books Online and Visual Studio, which will enable direct links from Books Online to the SDK documentation. For more information, see Help Collections (SQL Server Compact).