I really like SQL Express user instances for prototype projects but to send plain SQL commands into them is tricky. I finally found a way:
In Visual Studio create a new SQL file or open an existing one.
With the SQL file open the connect dialog.
The Connect Dialog will pop up.
Click the “Additional Connection Parameters” tab and type “User Instance=true”.
Select the appropriate user instance (database name looks like a file path).
That’s it! Now you can fire plain SQL at your user instance.