According to various sources, SQL CE 2.x does not support any kind of clustered indices. However, the current wikipedia page reads "SQL CE databases also support indexing", linking to the MSDN as its source.
However, I as not able to verify the existence of clustered indices. A quick test in .net 4.0 exceptioned with 'clustered' being unknown. The edition comparison chart does not talk about clustering at all.
So, does CE 4 support clustered indices?
No, the only supported type of index is NONCLUSTERED http://msdn.microsoft.com/en-us/library/ms345331(v=SQL.110).aspx