Generally you would either create a Setup & Deployment package, or deploy your application using ClickOnce (the Publish tab in VIsual Studio). In either case, you would deploy the database software (I'm assuming SLQExpress or SQLCE) with the application, as well as the database.
I don't know what you mean by "is not dependent on the lcoal machine" ? Do you mean you are attacdhing to, for example, a SQLSErver database that is on a central server, from your application?
RobinDotNet
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