The Setup Database Connection dialog enables you to specify the data source, the connection options, and the database used for the model generation.
||The Setup Database Connection dialog appears only if there isn't a database connection specified in the config file.|
Choose Database Connection
You could choose an existing connection from the drop-down list of connections, or click Add New Connection to open the Connection Properties dialog and to create a new connection to the database. Also, you could setup the database connection manually using the Connection String textbox.
Connection String Name
Type a name for the connection or use the provided default name. This should be a unique name, which identifies the connection string in the <connectionStrings> </connectionStrings> section of the App.Config or Web.Config file (depending on the project type).