SQL Server compact- Query that return 2 constant columns even if query didn't return data
Derived tables and Case statements are supported in SQL CE, so you can use this script

Select 
case 
when s.custs = 0 then 'Didnt found value in DB'
else 'found value in DB'
end
,'customer id'
from 
(select COUNT(*) as 'custs' from Customers c Where  c.CustomerId = 1234) s


for reference check what can and what cannot be used in SQL CE