I'm not very familiar with databses but I think it works on both as it operates through the .NET System.Data.SQLClient class. If I remember correctly the client is standard on the desktop Framework but needs adding to the device.
Meaning that your library won't let the device connect to a MsSQL database, but a PC app could? Or is there just a DLL that needs to be added to the device?
Like I said, I don't know much about databases. What I do know is all in the MSSQL library thread whose link you posted, and in the link to the original library in the first post, which is all referring to using MSSQL on devices.
Are you looking for an example of the MSSQL functionality or the MySQL functionality?
I've got an MSSQL example written - I'd be happy to share.
The MySQL functionality would require someone to write a wrapper for the MySQL compact framework DLL that exists... I'd love to see someone who actually has talent write the wrapper rather than for me to stumble through writing it