K MSSQL serveru sa pripojíš nasledovne (píšem z hlavy, môžu tam byť chyby):

using (var connection = new SqlConnection(connectionString))
using (var command = connection.CreateCommand())
{
    connection.Open();
    command.CommandText = "select 'funguje to'";
    string result = (string)command.ExecuteScalar();
    Assert.AreEqual("funguje to", result);
}