Joining 2 SQL Server Compact Edition 3.5 databases

what do you mean by "join"? Are you trying to create a linked server? Check this link for the connection string syntax for SQL CE.
http://www.connectionstrings.com/sql-server-2005-ce 

More info on how to create linked servers here:
http://msdn.microsoft.com/en-us/library/ms190479.aspx
 

I am trying to create a query with tables from 2 SQL Server CE databases.

I cannot create link servers because there will be no instance of SQL Server running.

Have you tried ?
select * from server.database.owner.table a                               --(usually owner is dbo)
inner join server.database2.owner.table2 b on a.id = b.id
 

I am using SQL Server CE so there is no server. And the database is a file, so I need to specify the file name and password for each database. Maybe on the connection string?

I see. . Just curious, is it possible for you to use SQL express instead?
Anyhow, here are two links that I think will help you creating the connection to the databases:
http://www.c-solutions-inc.com/articles/SQLServer2005CompactEditionTutorial_CRUD--2007-09-24--Edition.pdf
http://erikej.blogspot.com/2008/10/accessing-sql-compact-from-sql-server.html 
And of course use the first link I've suggested. (connectionstring.com, see my first comment)
 

I have never really tried SQL Server Express, so I'm not familiar with it.

In SQL Server Express, will I need to have a database administrator to manage the database? Because in CE, the database is completely standalone and I can manage everything through code.


Actually, I know how to connect to a single sql server ce database. But I can't seem to find any documentation/samples that shows how to connect to 2 databases at the same time.

I have posted a new question to help me decide which version of SQL Server to use. Thanks for your help on this.

https://www.experts-exchange.com/questions/25105405/SQL-Server-Express.html?fromWizard=true