An SDF file is the SQL Server Compact Edition database file, and you can open it using SQL Server Management Studio (SSMS) with SQL Server Compact Toolbox. SQL Server Compact Toolbox lets SSMS recognize and connect to an SDF file, thereby providing a very simple way of accessing and managing data in the file. Download SQL Server Compact Toolbox; open SSMS and connect to it. Open the toolbox in the toolbox and begin to browse its content.
It also supports Visual Studio SDF files. In the Server Explorer, you just Add Connection, then add it as a data source where you will browse through and find your SDF file. You are able to execute queries against and edit in the SDF, kind of very useful if your application has a long developing and testing phase.