//Base Table Cursor
cmd.CommandText = "tablename";
cmd.CommandType = CommandType.TableDirect;
SqlCeResultSet rs = cmd.ExecuteResultSet(ResultSetOptions.Scrollable)

create table Objects (
  id int not null primary key,
  name nvarchar(100)
)

create table Columns (
  object_id int not null,
  name nvarchar(100) not null,
  ord int not null,
  constraint pk_columns primary key (object_id, ord),
  constraint fk_columns_objects foreign key (object_id) references Objects(id)
)

var objects = new DataTable();
var columns = new DataTable();
using (var cnn = new SqlConnection("Data Source=...;Initial Catalog=...;Integrated Security=True"))
{
  cnn.Open();
  using (var cmd = new SqlCommand("select object_id id, name from sys.all_objects", cnn))
  using (var rd = cmd.ExecuteReader())
    objects.Load(rd);
  using (var cmd = new SqlCommand("select newid() id, object_id, name, column_id ord from sys.all_columns", cnn))
  using (var rd = cmd.ExecuteReader())
    columns.Load(rd);
}
using (var e = new SqlCeEngine(@"Data Source=|DataDirectory|test.sdf"))
  e.CreateDatabase();
using (var cnn = new SqlCeConnection(@"Data Source=|DataDirectory|test.sdf;Persist Security Info=False;"))
{
  cnn.Open();
  using (var cmd = new SqlCeCommand())
  {
    cmd.Connection = cnn;
    foreach (var s in Regex.Split(Properties.Resources.TestDdl, "(?i)go"))
    {
      cmd.CommandText = s;
      cmd.ExecuteNonQuery();
    }
  }
  using (var bc = new SqlCeBulkCopy(cnn, SqlCeBulkCopyOptions.KeepNulls))
  {
    bc.DestinationTableName = "Objects";
    bc.WriteToServer(objects);
    bc.DestinationTableName = "Columns";
    bc.WriteToServer(columns);
  }
}
Console.WriteLine("Objects: {0}, columns: {1}", objects.Rows.Count, columns.Rows.Count);

public class Column
{
  public string Name { get; set; }
  public int Ord { get; set; }
  public override string ToString()
  {
    return string.Format("{0} {1}", Ord, Name);
  }
}

public class Table
{
  public int Id { get; set; }
  public string Name { get; set; }
  public List<Column> Columns { get; set; }
  public override bool Equals(object obj)
  {
    var t = obj as Table;
    return t != null && t.Id == Id;
  }
  public override int GetHashCode()
  {
    return Id.GetHashCode();
  }
  public override string ToString()
  {
    return string.Format("{0}, id={1}", Name, Id);
  }
}

class DbData
{
  public int TableId { get; set; }
  public string TableName { get; set; }
  public Guid ColumnId { get; set; }
  public string ColumnName { get; set; }
  public int ColumnOrd { get; set; }
}

static IEnumerable<DbData> GetDbData()
{
  using (var cnn = new SqlCeConnection(@"Data Source=|DataDirectory|test.sdf"))
  using (var cmd = new SqlCeCommand(@"
    select o.id, o.name, c.id, c.name, c.ord
    from Objects o join Columns c on c.object_id=o.id", cnn))
  {
    cnn.Open();
    using (var rd = cmd.ExecuteReader())
      while (rd.Read())
        yield return new DbData
        {
          TableId = rd.GetInt32(0),
          TableName = rd.GetString(1),
          ColumnId = rd.GetGuid(2),
          ColumnName = rd.GetString(3),
          ColumnOrd = rd.GetInt32(4)
        };
  }
}

var sw = new Stopwatch();
sw.Start();
var l = GetDbData().GroupBy(d => new Table { Id = d.TableId, Name = d.TableName })
  .Select(g =>
  {
    g.Key.Columns = g.Select(c => new Column
    {
      Id = c.ColumnId,
      Name = c.ColumnName,
      Ord = c.ColumnOrd,
      Table = g.Key
    }).OrderBy(c => c.Ord).ToList();
    return g.Key;
  }).ToList();
sw.Stop();
Console.WriteLine(l.Count);
Console.WriteLine("{0} {1}",sw.ElapsedMilliseconds, sw.ElapsedTicks);

7813
3585 10518511751