Deploying an application that uses the SQL Server database on the target computer is not a trivial task. Depending on how automated the installation system is, you will need to not only install the application, but also an instance of SQL Server (usually using SQL Server Express), and then configure the database on that instance of SQL Server. Then, of course, there are options that you most likely will have to support (for example, setting up a database on a local computer or on a network server without installing SQL Server Express).
SQL Server Compact Edition may be better suited to your application - only you know that for sure. If you are interested in SQL CE, you can check out this blog post regarding LINQ to SQL and SQL CE.
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