This code was generated for me after added entity framework code-first for SQL Server CE using NuGet. They did no changes to any other file. The file SQLCEEntityFramew
To clarify, it gives you a way of hooking into several application start and application shutdown events WITHOUT having to change any existing code files (previously you had to edit Globals.asax.cs).
This is mostly a big deal when making packages as these events are really useful for bootstrapping Http modules and it is really difficult to write code into existing files.