In general it's done this way: you replicate the data you need onto the CE device and access it locally. Then, when you're done you replicate the changes back to the main db.
It's otherwise somewhat insecure as you then have to have wireless access to the Sqlserver db, which needs wireless access to the outside world.
The compact framework support of LLBLGen Pro focusses on accessing a local database, not a database over the network.