http://stackoverflow.com/questions/2375118/how-to-open-sdf-files
Try LINQPad, it works for SQL Server, MySQL, SQLite and also SDF (SQL CE 4.0). Best of all it's free!
Steps with version 4.35.1:
click 'Add Connection'
Click Next with 'Build data context automatically' and 'Default(LINQ to SQL)' selected. Under 'Provider' choose 'SQL CE 4.0'. Under 'Database' with 'Attach database file' selected, choose 'Browse' to select your .sdf file. Click 'OK'. Voila! It should show the tables in .sdf and be able to query it via right clicking the table or writing LINQ code in your favorite .NET language or even SQL. How cool is that?