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How to run desktop application with database locally without installing any database Server?

I wanted to create a desktop application with database, am using Visual Studio 2013 and C# , Can anybody suggest me what server I used to create my database, in order to run my application in my client's system locally with out installing any database server in client's system [ie, with out installing MsSql server or MySql server or Acess], I want my app works properly when installing my own application's exe file ?
And Now am using MSSQL server with my application , Is there any way run this application in client's system locally with out installing MSSQL Server? [my application front end works when I install .Net FrameWork 4.5 , I need something like this for my .mdf databse in Sql Server]
somebody says about SQL Server Compact ,but i don't know how to use it

You can use SQL Server Compact, which can either be installed separately or deployed as part of your application.
See here: How to deploy SQL Server Compact Edition 4.0?
And here: https://msdn.microsoft.com/en-gb/library/aa983326(v=vs.110).aspx
Your DB code in your app - apart from your connection string - should not need to change as you're already using some version of SQL Server.
There is also SQLite, which is as far as I know is well regarded, but I know very little about it. http://www.sqlite.org/
Hope that helps!

It is not unusual for an application to require an existing functional database server. Of course this is appropriate only if your target audience is technical enough to install the prerequisite on their own, or if the target environment is guaranteed to already meet your prerequisite.
If not, you need to fall back to an embedded database.

C#: Create a DB using sql file in setup project

I am building a desktop application where it uses a local database file (.mdf). Since I was developing it on my machine I used SQL Management 2008 R2 SP2. Then I sent it out to others for feedback. But unfortunately they were not able to use it as they didn't have SP2 installed.
So, as a resolution, I want to include a sql file that would run while installing the application. I was wondering if someone could direct me how to do so.
What I have and what I think should be done is:
- Main Project (includes forms and classes - I have this working already)
- Setup Project (includes msi file that checks database existence and runs sql file accordingly - I need help on this)

I suggest you using wix to create the msi.
You know, you can no longer create setup project using visual studio (Version 2012 above). It has been removed completely.
So you should consider going in WIX (Windows Intaller XML) direction.
If you like the idea here is the quick and easy solution:
http://www.codeproject.com/Articles/331368/WIXDataBase
http://wix.tramontana.co.hu/tutorial/sql/creating-a-database
But its completely up to you to think about the alternatives.

Can't use SQL Server CE in VS2012

I'm developing a web application and was trying to use a local database file to store some information. However, when I add the .sdf file, I get an error. Below are some screenshots detailing my problem.
I've been trying to figure what's wrong for several hours. I've seen similar issues, but have yet to find a fix. I used to be able to use SqlServerCe connections before with .sdf files, though that was a different development environment. I have tried reinstalling everything SQL several times, including downloading everything I could find on MSDN. Can anyone help me out?
Below is my Solution Explorer View. I've just added Database1.sdf to the project.
I get an error as soon as I add it:
If I try to open the .sdf file, I get this error:
Here is my list of references:
And, finally, all of the relevant SQL-related installations on my local machine:

SQL Server Compact 4.0 is supported by VS 2012, but requires the DDEX provider to be properly isntalled. Sounds like your VS install is somehow broken. You can install my Toolbox add-in, and go to the About dialog in the Toolbox to check if the DDEX provider and SQL Server CE 4.0 is properly installed.

SQL Server CE distribution

I have spent several days trying to solve this problem with no luck and my requirements are really simple - I want to make an application with database which will work on most PCs (without DB server installed) and I want to use LINQ. For the compatibility reasons I want to use .NET framework 3.5 (every Windows 7 machine has it).
I have tried 2 ways: SQL Server CE and SQLite.
SQL Server CE
Although Visual Studio does not support LINQ for Compact Version of SQL server, I have found simple workaround - generating .dbml file using metal.exe tool from Visual Studio and then dragging it into project. My application works fine on my machine, but when I copy it somewhere else, it crashes. I have copied all dlls from C:\Program Files (x86)\Microsoft SQL Server Compact Edition\3.5 and tried 4.0 too. I think problem is that my app is not looking for dlls (references) inside its directory. I managed to get it work using DataSets (without LINQ), where I manually add reference to SQLServerCE and check CopyLocal to true. BUT when I use LINQ, there is no reference to SQLServerCE in project references and it is working. I don't know how to change it. Or is there a problem somewhere else?
SQLite
After long messing with SQL Server CE, I have tried SQLite. I am very disappointed how poor is SQLite support in .NET. I had to download older version of ADO.NET provider (newer versions does not add SQLite Database into my Visual Studio 2010 - I don't understand why but I googled that it is normal and I have to install old version and then replace it with newer). Then I downloaded dblinq (I have discovered that this project is dead later) and after some messing with dbmetal and dlls I get rid of errors in Visual Studio and compiled my application. But I can't run it, it always crashes on error 40 - like there was no SQLite server. Of course I have copied all dlls. I can't run it even on my development machine.
I am very surprised that it is nearly impossible to create simple database application in C# .NET which will not bother client with servers etc.
Please is there anyone who made SQL CE work with LINQ and mainly who made his app distributable?

I would suggest you try using the nuget Entity Framework for SQL CE package. It will download all the required assemblies to make it work.
http://nuget.org/packages/EntityFramework.SqlServerCompact/

Making a setup for C#/SQL app

this is my first post in stackoverflow, I've always checked this site by searching in google, so I decided to join it myself! I hope to be useful to others
I'm a 3d developer (DirectX), but recently I've started making an SMS gateway using C# and SQL Express, now I'm going to create a setup file for my project (which uses .NET 3.5), what are my options? I've heard that VS 2008 can make setup, is there any sample? how can I include SQL express in my setup app?
also I've downloaded Install Shield 2010 which has a built-in support for VS 2008, I want to make my setup in a way that it detects SQL on target system and if it finds SQL already installed, doesn't try to install it again (the same rule can be applied for .NET), what are my options? how can I make such a setup file?
thanks

With Microsoft's Visual Studio, there is an inbuilt Setup Template which you can use.
Click Once
For your scenario you should take a look at Adding Click once Custom Prerequisites.
Setup And Deployment Application
For your scenario you should take a look at the Walk-through.
Or as you mentioned you have InstallSheild 2010 then:
Install Shield Wizard
Take a look at this Walk-through with Limited Edition
As for SQL Server i think you can usually go as far as SQL Server Compact Edition. (For anything greater you may need to Inform User to install it himself)

I have no personal experience with it, but SQL Server 2008 Compact might be good for this. It is an embedded solution so so you don't actually need to install a server. Alternatively you could look at SQLite, which has native .NET implementations (google for "sqlite .net").