Download the Visual Studio add-in for SQL Server Compact 3.5 and 4.0 from here

SQL Server Compact Toolbox 2.4–Visual Guide of new features

New in version 2.4:
- Edit Table Data (beta): DataGridView with columns sorting, image import/export and QuickSearch (columnwise)
- Option to split the Windows Phone DataContext into multiple files
- Option to select tables for EDMX generation
- Keys node in treeview, exposing Primary and Foreign Keys and allowing scripting of these

Fixes:
- Improved Update detection (for users behind proxies)
- Improved handling of password protected files for non-English SQL Compact runtime
- Some icons were not transparent
- CreateDataIfExists (Windows Phone DataContext) should return bool if database was created
- Latest scripting library, with fix for missing SET IDENTITY INSERT with multiple files

Updates in 2.4.0.4:
- Removed keyboard shortcuts in editor
- Improved EDMX generation (support for POCO templates)
- Improved DataContext Index generation (case issue)