After installing the EntityFramework.SqlServerCompact nuget package, check that your app.config contains the following (as per @ErikEJ’s comment above):
<providers>
<provider invariantName="System.Data.SqlClient" type="System.Data.Entity.SqlServer.SqlProviderServices, EntityFramework.SqlServer" />
<provider invariantName="System.Data.SqlServerCe.4.0" type="System.Data.Entity.SqlServerCompact.SqlCeProviderServices, EntityFramework.SqlServerCompact" />
</providers>
(You can leave the line for SqlClient even though you don’t really need it.)