What is a connection object in ADO.NET? How to connect to a database in .Net?

A Connection object in ADO.NET is used to establish a connection between a program (the program may be a windows page, a web page, a windows service, a web service etc.) and the database. The connection is open just long enough to get or update data. By quickly opening, then closing a connection, the server resources are used as little as possible. See code below on how to open a connection between UI and database.