const string connectionString = @"Data Source=|DataDirectory|demo.sdf";
var engine = new SqlCeEngine(connectionString);
engine.CreateDatabase(); 

string[] commands = File.ReadAllText(@"C:Projectsdemo002.CreateTables.sqlce").Split(';');
using (IDbConnection connection = new SqlCeConnection(connectionString))
{
    connection.Open();
    foreach (var commandText in commands)
    {
        if (string.IsNullOrEmpty(commandText)) continue;
        using (IDbCommand command = connection.CreateCommand())
        {
            command.CommandType = CommandType.Text;
            command.CommandText = commandText;
            command.ExecuteNonQuery();
        }
    }
}