If you have VS2005, click on
Start->All Programs->Microsoft SQL Server 2005->SQL Server Management Studio
In the opening "Connect to server" dialog box, click on the top drop down (Server Type) and select "SQL Server Compact Edition"
In the second drop down box, choose "" and browse to the location of your sdf file
Enter a password if one is required. THen hit OK.
In the studio click new query to run a custom query and view data.