You mean from the Designer, right?
The following is from the docs:
To start with SqlServerCE, first create the project on a normal SqlServer 7/2000/2005 database, then generate code using that project and by selecting CF.NET 1.0 or CF.NET 2.0 in the platform combo box. It's recommended, if possible, you use SqlServer CE 3.0 (SqlMobile) as you can create the database in SqlServer CE 3.0 from an existing SqlServer 2005 database using replication functionality in SqlServer 2005.