Missing SQL Server Compact 4.0 Data Source
If you plan to work with SQL Server CE 4.0 in Visual Studio
2010, you must have an ADO.NET data provider installed on your machine.
First, I would recommend you to install Visual Studio 2010
SP1. That should install the data provider. After that, you may download the
latest version of Microsoft SQL Server Compact 4.0 here:
http://www.microsoft.com/download/en/details.aspx?id=17876
I would also recommend you to install SQL Server Compact
Toolbox from Visual Studio Gallery.
Download
SQL Server Compact Toolbox
If you have data provider installed correctly, you should see Microsoft SQL Server Compact 4.0 in the data source list when adding a new connection in Server Explorer.