For walkthroughs for various features see these blog posts:
Feature highlights
SQL Server Compact Toolbox 2.0–Visual Guide of new features
SQL Server Compact Toolbox 2.1–Visual Guide of new features
SQL Server Compact Toolbox 2.2–Visual Guide of new features
SQL Server Compact Toolbox 2.3–Visual Guide of new features
SQL Server Compact Toolbox 2.4–Visual Guide of new features
SQL Server Compact Toolbox 2.5–Visual Guide of new features
SQL Server Compact Toolbox 2.6–Visual Guide of new features
SQL Server Compact Toolbox 3.0–Visual Guide of new features
SQL Server Compact Toolbox 3.1–Visual Guide of new features
SQL Server Compact Toolbox 3.2–Visual Guide of new features
SQL Server Compact Toolbox 3.3–Visual Guide of new features
SQL Server Compact Toolbox 3.4–Visual Guide of new features
SQL Server Compact Toolbox 3.6–Visual Guide of new features
SQL Server Compact Toolbox 3.7–Visual Guide of new features
SQL Server Compact Toolbox 3.7.1–Visual Guide of new features
SQL Server Compact Toolbox 3.7.2–Visual Guide of new features
SQL Server Compact Toolbox 3.7.3–Visual Guide of new features
SQLite Toolbox 4.0 – Visual Guide of features
Generate a Windows Phone 8 Local Database DataContext from an existing database
Manage merge replication
Technical overview
Mango Samples: SQL Toolbox
Feature highlights
SQL Server Compact Toolbox 2.0–Visual Guide of new features
SQL Server Compact Toolbox 2.1–Visual Guide of new features
SQL Server Compact Toolbox 2.2–Visual Guide of new features
SQL Server Compact Toolbox 2.3–Visual Guide of new features
SQL Server Compact Toolbox 2.4–Visual Guide of new features
SQL Server Compact Toolbox 2.5–Visual Guide of new features
SQL Server Compact Toolbox 2.6–Visual Guide of new features
SQL Server Compact Toolbox 3.0–Visual Guide of new features
SQL Server Compact Toolbox 3.1–Visual Guide of new features
SQL Server Compact Toolbox 3.2–Visual Guide of new features
SQL Server Compact Toolbox 3.3–Visual Guide of new features
SQL Server Compact Toolbox 3.4–Visual Guide of new features
SQL Server Compact Toolbox 3.6–Visual Guide of new features
SQL Server Compact Toolbox 3.7–Visual Guide of new features
SQL Server Compact Toolbox 3.7.1–Visual Guide of new features
SQL Server Compact Toolbox 3.7.2–Visual Guide of new features
SQL Server Compact Toolbox 3.7.3–Visual Guide of new features
SQLite Toolbox 4.0 – Visual Guide of features
Generate a Windows Phone 8 Local Database DataContext from an existing database
Manage merge replication
Technical overview
Mango Samples: SQL Toolbox