If you are referring to running the Server and Local components for the Local Cache Database in visual studio, the answer is not OS Dependant but is tied to a proper Database provider.
You can use any ADO.NET database providers for both client and server.
In my environment I use SQL Server 2005 for the server component and SQL CE 3.5 SP1 for the Client (local database cache).
Others have used SQL Express for the client. you can theoretically use any ADO.NET database provider for either Server / Client.
Edit: If you are 32/64 bit you must have the appropriate DLL installed for the ADO.NET Provider and the application running in MSIL or target for the correct framework.
When using different ADO.NET providers for Client / Server please be aware that data type conversion can and do take place.
Example: SQL CE varbinary(max) is not supported and is translated to the image data type
