actually, it is not possible - SQL CE does not support network-hosted operations: everything related to the sdf-file (temp data) is recorded to the local machine, not network source, thus server is unable to process requests correctly.
You can use SQL Express Server that acts like data storage, for the local client the only thing you need is Microsoft Synchronization library 2.1 (it also works with SQL CE 4.0 SP1)
Summarising, create the SQL CE database, fill it with tables, index them, then port it to SQL Server express, add sync module to your app (in a separate thread ofc) and that's it.
Another solution is to use MS Access DB, which allows such mess, but it is incredibly slow not to mention no way to allow simultaneous writing to the db.