Where is the SQL Server Compact Edition 4.0 SDK ?
Reading bonuses
To create a database in SQL Server Compact Edition, you must call a function ME_CreateDatabaseexported from sqlceme40.dll:

The function is not documented in MSDN and the header files do not come with redistributable (obviously).
MSDN mentions 3 Compact Edition header files:
sqlce_err.h: error codes used by the databasesqlce_oledb.h: standard OLEDB programming interfacessqlce_sync.h
This page also mentions that if I had an SDK, the header files would be located in :
SQL Server Compact 4.0 % ProgramFiles%\Microsoft SQL Server Compact Edition\v4.0\Include.
, :

, SQL Server Compact Edition 4.0 SDK?
-
MSDN:
OLE DB (SQL Server Compact)
OLE DB . include SQL Server Compact OLE DB SQL Server Compact:
#include <sqlce_oledb.h>
#include <sqlce_err.h >