Beginner alert! LOL

I am looking to use MS SQL CE (Compact) 4.0 as the database. I have hopefully downloaded the relevant stuff into VS 2015, and I can add an sdf database to the connections of a project and see the data tables. I would want to code the connection properties connection string and open the connection from the code. I have tried some connection strings with a provider: Provider=System.Data.SqlServerCe.4.0. This produces a provider not found error. I think I need to add the “System.Data.SqlServerCe.4.0” to the project references, but can’t find that in the Add References list.

Can you help?

Thanks.