how to develop a database application for independent systems?

See more:

Windows

C#3.5

SQL-Server-2008R2

hi, i had one doubt in developing windows applications....

we are creating applications using database as data storage...
we are using database of local systems or in a closed lan network

but i had a doubt that how should we write code for an application to work on every systems like other apps using their local memory as database?

in connection string we write the code for the server that present at our presence... but all other systems in the world get access to our local servers..!!!??????????????????????????????
then what code should we write to develop application to run on every system and data should be stored in their local memory of their respective systems