how to write connection string in windows application

You need to have app.config in the project, and rest of the part remains same as in web.config.

<?xml version="1.0" encoding="utf-8"?>
<configuration>
  <connectionStrings>
    <add name="DBEntities" connectionString="metadata=res://*/TestModel.csdl|res://*/TestModel.ssdl|res://*/TestModel.msl;provider=System.Data.SqlClient;provider connection string=&quot;Data Source=127.0.0.1\Dev;Initial Catalog=TestDB;User ID=TestUser;MultipleActiveResultSets=True&quot;" providerName="System.Data.EntityClient" />
  </connectionStrings>
</configuration>

In windows application we have app.config file,add following code to that xml file

<connectionstrings>
      <add name="MyConnectionString" providername="System.Data.SqlClient">
            connectionString="Data Source=localhost;Initial Catalog=MySQLServerDB; Integrated Security=true" />
  </add></connectionstrings>  

To access it from form.cs write the same code as web applications .aspx.cs page as following

SqlConnection conn = new SqlConnection();
conn.ConnectionString = System.Configuration.ConfigurationManager.ConnectionStrings["MyConnectionString"].ConnectionString;

in window application app.config is there u have to write connection string in app.config in following format

<connectionstrings>
<add name="Registration_cxb.Properties.Settings.Registration_cxb_mdbConnectionString">
      connectionString="Provider=Microsoft.ACE.OLEDB.12.0;Data Source=|DataDirectory|\Registration_cxb.mdb.accdb"
      providerName="System.Data.OleDb" />
</add>
</connectionstrings>

1. Rightclick peoject -> properties -> resources (select string type and add connection)

2. if (using VB Language) then you can use Module for global methods & variable declarations. else in (C# & VB both) app.config file is also available for global declarations.

3. external text file and read connection from that file run time (because mostly installing application in other pc the connection string will be change due to sql login-name & password or authentication mode can be change)

Happy Coding!
:)