You add Smart Device Application Support as follows :
Verify that the current model has the target language C# 2.0 or Visual Basic 2005, and includes an extended model definition for ADO.NET CF.
Select Model
> Extended Model Definitions.
In the List of Extended Model Definitions, click the Import tool.
Select Smart Device Application in the User Interface sub-tab and click OK to return to the model.
You can also select the Smart Device Application Extended Model Definition when creating an OOM by clicking the Extended Model Definitions tab in the New dialog, clicking the User Interface sub-tab, and selecting the Windows Application checkbox.