Making new database in visual studio without installing SQL server

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Data.SqlServerCe;
using System.Data.SqlClient;
using System.Data.Sql;

namespace ConsoleApplication2
{
    class Program
    {
        static void Main(string[] args)
        {
            SqlCeConnection Connection = new SqlCeConnection(@"Data Source=E:\Behnoud.sdf;");//string connStr = "Data Source = Test.sdf; Password = <password>";

            SqlCeEngine en = new SqlCeEngine(@"Data Source=E:\Behnoud.sdf;");

            en.CreateDatabase();

            try
            {
                Connection.Open();

                SqlCeCommand Command = Connection.CreateCommand();

                Command.CommandText = "CREATE TABLE Test(SerialNumber bigint)";

                Command.ExecuteNonQuery();

                
            }
            catch (SqlCeException ex)
            {
                Console.WriteLine(ex.Message); ;
            }

            finally
            {
                if (Connection.State == System.Data.ConnectionState.Open)
                {
                    Connection.Close();
                }
            }

            Console.ReadKey();
        }
    }
}