MSDE, while not SQL-Server, is compatible with SQL-Server. You can use SQL-DMO to administer it. The databases in MSDE can be backed-up and restored to SQL-Server desktop, standard, or enterprise. The limitations deal with number of concurrent connections and size.

There are several whitepapers on MSDE on the MS website. Check out http://msdn.microsoft.com for details.

Also, getting a book on SQL-Server would be an excellent start to learning how to use MSDE.