You don't tell us what exactly you tried and how exactly it failed for you. This makes it much harder for us to help you efficently.
Personally, I look at http://connectionstrings.com/ whenever I'm in search of parameters to pass on using DBD::ODBC. If you don't have an ODBC driver for your target database, get one.
Also, it seems that "SQL CE" is "Microsoft SQL Server Compact Edition", so I would guess that any connection string for Microsoft SQL Server should work. Traditionally, MS SQL used the same protocol as Sybase did (TDS), so you might get some results using DBD::Sybase.
As Microsoft SQL Server Compact Edition is a Microsoft product, personally, I would look at instantiating an ADO connection using Win32::OLE or DBD::ADO, and then using that. See, again, the connection strings provided by http://connectionstrings.com.
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