You can hardcode it like this
var connection = New System.Data.SqlClient.SqlConnection(connectionString)
connection.Open()
or you can do it more independently
var factory = System.Data.Common.DbProviderFactories.GetFactory(providerString)
var connection = factory.CreateConnection()
connection.ConnectionString = connectionString
connection.Open()
There is lots of info out there, and then I have an article on connecting to databases without hardcoding your provider
here.