You may get the the path is not valid error if you are using SQL Server CE 4.0 and do not have the ASP.Net data folder (APP_Data). Connection String Make sure you create the APP_Data folder
There are a couple of reasons for getting this error when using Code First approach in Entity Framework Reason 1: The name of the connection string does not match the name of the Entity Framework Context. Example: The name of my EF context JobBoardContext does not match the name of the connection string which is JobBoard. Reason 2: Entity Framework was unable to make a connection to the database. Take a look at the inner exception to get more details about the exception. Check the inner details of the exception to know more details about the connection error