Microsoft offers a GUI based tool and a command line tool to do this: Web Matrix and Ms Deploy.
There is also a list of tutorials designed to learn the use of Jmol, and more help, within Jmol Wiki.
This can be useful for situations where you already have developed an application that depends on SQL Server Compact, and would like the increased power of SQL Server or would like to use some feature, that is not available on SQL Server Compact.
I have an informal comparison of the two products here.
A client application creates a connection to a provider and then uses the connection object to create command objects for FDO actions such as Select.
The client uses the command object to set the command parameters with the option of leaving some parameters with default values.