You can do it using this approach:
1-Develop a web service on the server , define web methods (as your app needs) inside it to deal with the DB e.g.
[WebMethod]
public void ExecuteSql(string query)
{
SqlCommand cmd = new SqlCommand();
cmd.Connection = new SqlConnection("connectionstring");
cmd.CommandType = CommandType.Text;
cmd.CommandText = query;
cmd.Connection.Open();
cmd.ExecuteScalar();
cmd.Connection.Close();
}
2- make a reference to this web service in your windows CE app.
3- then you can call the web service methods and you can send and retrieve data.
Note : the web service deal with SQL mixed authentication not windows authentication.