Hi,
Have you checked if you are setting the corresponding IDatabaseInitializerwhen the application starts by calling the Database.SetInitializer method inGlobal.asax.cs - Application_Start(). For example inMilageStats this can be seen in the constructor of the RepositoryInitializerclass:
Database.SetInitializer(new DropCreateIfModelChangesSqlCeInitializer<MileageStatsDbContext>());
Which is run, when calling the InitializeDatabase method in Application_Start() of the Global.asax.cs file.
Also, regarding this topic I believe you could also find the following step by step tutorial interesting:
I hope this helps,
Agustin Adami
http://blogs.southworks.net/aadami