private void buttonConnect_Click(object sender, System.EventArgs e)
{
			string strconn;
			strconn="Server=(local);Initial Catalog=Nortwind;Trusted_Connection=Yes;";
			conn=new SqlConnection(strconn);
			
			if(conn!=null)
			{
				try
				{
					this.conn.Open();
				}
				catch(Exception exc)
				{	
					MessageBox.Show(exc.Message);
				}
				finally
				{
					conn.Close();
				}
			}
}

using System;
using System.Drawing;
using System.Collections;
using System.ComponentModel;
using System.Windows.Forms;
using System.Data;
using System.Data.SqlClient;

namespace adotraining
{
	
	public class MainForm : System.Windows.Forms.Form
	{
		private System.Windows.Forms.Button buttonConnect;
		private System.ComponentModel.Container components = null;

		private SqlConnection conn;

		public MainForm()
		{
			InitializeComponent();
		}

		protected override void Dispose( bool disposing )
		{
			if( disposing )
			{
				if (components != null) 
				{
					components.Dispose();
				}
			}
			base.Dispose( disposing );
		}

		#region Windows Form Designer generated code
		/// <summary>
		/// Required method for Designer support - do not modify
		/// the contents of this method with the code editor.
		/// </summary>
		private void InitializeComponent()
		{
			this.buttonConnect = new System.Windows.Forms.Button();
			this.SuspendLayout();
			// 
			// buttonConnect
			// 
			this.buttonConnect.Location = new System.Drawing.Point( 16 ,  152 );
			this.buttonConnect.Name = "buttonConnect";
			this.buttonConnect.Size = new System.Drawing.Size( 88 ,  24 );
			this.buttonConnect.TabIndex =  0 ;
			this.buttonConnect.Text = "Подключение";
			this.buttonConnect.Click += new System.EventHandler(this.buttonConnect_Click);
			// 
			// MainForm
			// 
			this.AutoScaleBaseSize = new System.Drawing.Size( 5 ,  13 );
			this.ClientSize = new System.Drawing.Size( 352 ,  262 );
			this.Controls.Add(this.buttonConnect);
			this.Name = "MainForm";
			this.Text = "Автомагазин";
			this.ResumeLayout(false);

		}
		#endregion

		/// <summary>
		/// The main entry point for the application.
		/// </summary>
		[STAThread]
		static void Main() 
		{
			Application.Run(new MainForm());
		}

		private void buttonConnect_Click(object sender, System.EventArgs e)
		{
			string strconn;
			strconn="Server=(local);Initial Catalog=Nortwind;Trusted_Connection=Yes;";
			conn=new SqlConnection(strconn);
			
			if(conn!=null)
			{
				MessageBox.Show("Объект создан");
				//try
				//{
					this.conn.Open();
				//}
				//catch(Exception exc)
				//{	
				//	MessageBox.Show(exc.Message);
				//}
				//finally
				//{
				//	conn.Close();
				//}
			}
		}
	}
}

"Data Source=.\SQLEXPRESS;Initial Catalog=Nortwind;Integrated Security=SSPI;"

Data Source=myServerAddress;Initial Catalog=myDataBase;Integrated Security=SSPI;