The latest version of .NET CF is version 3.9, available only for devices running Windows Embedded Compact 2013. In older versions, you can install .NET CF 3.5 or 2.0 (3.5 is supported with CE 4.2, 2.0 of 4.0 IRRC), downloading files from the web MS site or just deploying the application from your developer's PC. What type of device are you using, do you know that you are using the version of Windows CE?
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