set Integrated Security=True if you will use Windows Authntication
you will find a good tips about the ConnectionString on this Site http://www.connectionstrings.com/
Then open the Connection
and after you finish your work with the DB close the Connection
Or you Can Use the Connection Wizard of VS as follows:
from Data Menu Choose Add new Data Source
then choose DataBase , Click newConnection , choose Server Name,
if the any userName or Password for DB set it , Choose DB Name , press Ok.