Have been playing around with this and using ADFS as my IDP.
Good article on how to do this - Adding OAuth2 to ADFS (and thus bridging the gap between modern Applications and Enterprise Back ends).
But I battled with getting the admin stuff to work.
When you first configure it, it asks for an admin. name that is written to the SQL CE 4.0 DB.
Put some thought into this because this is an attribute that you have to provide in the form of a claim.
Assume my standard login name is jbloggs. So that's what I entered.
But when I configured ADFS, I mapped DisplayName to Name. But my DisplayName is "Joe" or "Joe Bloggs" or whatever.
So I ended up mapping my sAMAccountName (which is jbloggs) to Name and all was well.
Also, the DB is placed in the AppData folder and the file type is .sdf.
I found the easiest way to examine it was via LinqPad.
"Add Connection" / Next / Provider = CE SQL 4.0 / Browse to sdf file / OK.