the only references you need are
system.data.common and system.data.sqlserverce for sqlserverce

sqlceclient is for remote sql server connection.


have you Imports System.Data.SqlServerCe at the top before the beginning of your class

VB Code:
  1. Imports System.Data.SqlServerCe
  2.  
  3. Public Class dbhelper
  4.    public function createdatabase()
  5.    try
  6.      Dim engine As New SqlCeEngine("Data Source = \My Documents\test.sdf")
  7.      engine.CreateDatabase()
  8.    catch ex As sqlceexception
  9.      msgbox ex.message
  10.    end try
  11.  
  12.  
  13.  
  14. End function
  15.  
  16.  
  17. End Class