Yes, you can.
Store connection string in config file (or even project Settings) instead of hard coding it.
Read
this if you are interested in using standard .Net configuration.
Alternatively you can store data you're interested in .txt or .xml file with format and complexity of your own choosing.
I hope this helps.
P.S.
If you feel nostalgic for good old days, you can always store your data in
.ini file.