Can I export data from .sdf file into sql database

Yes you can export sdf to sql script and then run the sql script on new sql database.

Below link shows the step-by-step guide to achieve it. https://blog.nicolaayan.com/2018/02/how-to-migrate-sdf-database-to-sql-server/

cmd=> ExportSqlCE40.exe "data source=INSERTDBNAMEHERE.sdf" database.sql