You will now see how easy it is to connect to an SQL Azure database using Microsoft client programs such as ADO.NET, ODBC, and OLE DB. In connecting to the database, the single most important item is the connection string. The connection strings for SQL Azure are readily available at the portal as described in Chapter 2, SQL Azure Services. However, we may need to use appropriate arguments while constructing the connection string for OLE DB.
In the following steps a connection is opened and later closed for the
Bluesky database, created in the first chapter with the ADO.NET 3.5, ODBC, and OLE DB.