Microsoft SQL Server CE 2.0 Books on line. Look at the T-SQL reference. If it's not in there then you can't do it.
One thing that the BOL does not make clear is that while you can't open multiple recordsets on the same connection you application can open multiple connections to the same database. Something else that is not supported is using mutipart identifiers to get to multiple databases on the same connection.
While SQL Moble is full SQL server it is a cut down version. Here is something that is supported
SELECT [Order].ShipDate, [Customer].Name as 'CustName", [User].Name as 'OrderTaker'
INNER JOIN [Customer] ON [Customer].ID = [Order].CustomerID
INNER JOIN [User] ON [User].ID = [Order].UserID