1.      For creating any program in ADO.Net basically, you need two namespaces. One is System.Data which contains classes for disconnected architecture such as DataSet, SqlDataAdapter etc and other one is System.Data.SqlClient namespace which contains classes such as SqlConnection, SqlDataReader, SqlCommand etc. For making this program please import these two namespaces.

using System.Data;             //Namespace required for ado.net programing.
using System.Data.SqlClient;   //Namespace required for ado.net programing.

2.       Now create a property named getConnectionString which will return connection string required to establish a connection from a database. A connection string is something like a string which contains all information required to establish the connection from the database. Such as DataBase name which is passed in InitialCatalog keyword, name of server which is passed in DataSource keyword. Then create a property like this.

/// <summary>
        /// This property will return connection string required to establish connection to desired server.
        /// </summary>
        public static string getConnectionString
        {
            get
            {
                return "Data Source=AAA-PC;User Id=sa;Password=aaaaa;Initial Catalog=WorkBook";
            }
        }

3. No finally create a method named establishConnection() which will check connection establish or not like following example demonstrate.

/// <summary>
        /// This method will return boolean type value. If it returns true it means connection successfully
        /// establish and if it returns false then it means some problem occurs while establishing connection to server.
        /// </summary>
        /// <returns></returns>
        public static bool establishConnection()
        {
            bool status = false;
            try
            {
                con = new SqlConnection();   //Create an object of SqlConnection class. This class will reside in System.Data.SqlClient namespace.
                con.ConnectionString = getConnectionString;     //Pass connection string to SqlConnection class by calling ConnectionString property of SqlConnection class.
                con.Open();                                     //Open connection by calling Open() method of SqlConnection class.
                status = true;    //Make status to be true flag.
            }
            catch
            {
                status = false;   //If any exception is generated then make status to be false. This means connection is not established.
            }
            finally
            {
                if (con != null)
                    con.Close();    //Finally close connection.
            }
            return status;
        }

Now finally execute method and see the output.

Example of complete program

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Data;             //Namespace required for ado.net programing.
using System.Data.SqlClient;   //Namespace required for ado.net programing.
namespace ConnectionDemo
{
    class Program
    {
        /// <summary>
        /// This property will return connection string required to establish connection to desired server.
        /// </summary>
        public static string getConnectionString
        {
            get
            {
                return "Data Source= AAA-PC;User Id=sa;Password=aaaaa;Initial Catalog=WorkBook";
            }
        }
        /// <summary>
        /// This method will return boolean type value. If it returns true it means connection successfully
        /// establish and if it returns false then it means some problem occurs while establishing connection to server.
        /// </summary>
        /// <returns></returns>
        public static bool establishConnection()
        {
            bool status = false;
            try
            {
                con = new SqlConnection();                      //Create an object of SqlConnection class. This class will reside in System.Data.SqlClient namespace.
                con.ConnectionString = getConnectionString;     //Pass connection string to SqlConnection class by calling ConnectionString property of SqlConnection class.
                con.Open();                                     //Open connection by calling Open() method of SqlConnection class.
                status = true;                                  //Make status to be true flag.
            }
            catch
            {
                status = false;                              //If any exception is generated then make status to be false. This means connection is not established.
            }
            finally
            {
                if (con != null)
                    con.Close();                         //Finally close connection.
            }
            return status;
        }
        private static SqlConnection con = null;       //Create a reference variable of SqlConnection class.
        static void Main(string[] args)
        {
            if (establishConnection())          //Check whether connection establish or not.
                Console.WriteLine("Great! You have successfully establish connection...");       //Display success message.
            else 
                Console.WriteLine("Sorry! Unable to establish connection from server..\nPlease check connection string.");   //Display failure message.
        }
    }
}

Thanks...