Windows 7 includes an ODBC manager that lets you connect from your desktop to a SQL server. You create a data source name (DSN) to save database setup information, so you can open a connection to ...

Increase your application's flexibility and make the installation simpler by connecting to the database without generating a DSN in the ODBC Data Source Administrator. Instead, use VB code to ...

The Connection Properties dialog opens. For my sample ITworld application, I changed the data source to Microsoft SQL Server (SQLClient), and entered the necessary Server, Log On, and database values.

Figure 2. Successful Azure PowerShell Connection Output. Although this next step might have been set for other reasons, you must have a server firewall rule setup to allow incoming SQL connections ...

If you just want to get going with a code-first database, you don't even need to define a connection string -- just write your objects.