Configuration files are normally stored in the same folder as the
application. The .NET Compact Framework does not support configuration files
like the desktop .NET Framework. However, OpenNETCF.org has kindly
implemented this functionality in the Smart Device Framework. Same applies
for XML serialization. Check out http://www.opennetcf.org/sdf/ for more
information.
It really depends on the sort of information and quantity you want to store.
You'll find functionality in OpenNETCF SDF for Registry and xml
configuration (both just like you can use for desktop projects). You'll also
find code for xml serialisation, and storing data as comma separated text
(.csv).
There is an article on using the Registry here:- http://www.opennetcf.org/PermaLink.aspx?guid=0b99da71-9aac-44af-ac0e-c5dbeedb898c
We don't have an article for the ConfigurationSettings code but since it
follows the model used on the desktop framework you should be able to refer
to articles written for that, and of course the MSDN documentation.