SQL Server CE 4.0 Data Provider Not Available in Visual Studio 2010

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.