That's certainly possible. I've written many applications that take data from one data source and update another. That requires two different connection strings (using two simultaneous connections). However, the OP might be wanting to change an application to switch from one backend database to another, say Access to MS SQL. That would require only one connection with a change to the connection string.
Dim Adapter As New OleDbDataAdapter
Dim Command As New OleDbCommand
Dim xFrom As String = dtpFrom.Value.ToString.Substring(0, dtpFrom.Value.ToString.IndexOf(" "))
Dim xTo As String = dtpTo.Value.ToString.Substring(0, dtpTo.Value.ToString.IndexOf(" "))
sqlQuery = MainQuery ...