How to connect to SQL Database file
 

I have an .mdf file that i copied from other computer, it is not a part of any SQL Instance such as SQLEXPRESS.

it is an .mdf file that is located on c:\temp\database.mdf

How can i connect to it via Visual Build?

You need to attach the .mdf file to a SQL Server instance.
http://support.microsoft.com/kb/224071
http://www.kinook.com/VisBuildPro/Manual/runsql.htm

Sql ce
 

Thank you for your answer,
and i want to use SQL CE? can i pinpoint to the actual file?

Not sure, you would need to ask Microsoft.