If you are looking at using LINQ (which would be used with EntityFramework), then would want to use something like
. Using extension methods with LINQ:
var x = Customer.Where(i => i.FirstName.Contains(x) || i.LastName.Contains(y) || i.State.Contains(z))
If you want exact matches then would use the equal "==" operator instead. Can also created a RegEx expression. As stated above, using SQL statement directly is generally frowned upon because of SQL injection.
What might be another option is to create a SQL proceedure that takes the arguments for FirstName, LastName, and State, and returns those records matching the request.