You can configure a connection to SDF files. For information about SDF files, see About SDF Files.
To connect to an SDF file
The Connection Editor is displayed to the right of the Site Explorer.
The results are displayed in the field below.
For more information about coordinate systems, see Setting the Coordinate System for Your Map.
You can rename the new feature source in the Site Explorer.
After you have saved the connection, you can create joined feature classes. For more information, see Using Feature Joins.