Here Mudassar Ahmed Khan has explained with an example, how to store and access Connection String in Windows Application (Windows Forms) using C# and VB.Net.
The Connection String will be stored (saved) in the App.Config file inside its ConnectionStrings section and later it will be read in code using the ConfigurationManager class in C# and VB.Net.
In Windows applications, Class Library or Console applications one has to reference the System.Configuration Assembly in order to read Connection String value from the App.Config file.