você deve usar o EntityConnectionStringBuilder aula
string providerName = "System.Data.SqlClient";
string serverName = ".";
string databaseName = "AdventureWorks";
// Initialize the connection string builder for the
// underlying provider.
SqlConnectionStringBuilder sqlBuilder =
new SqlConnectionStringBuilder();
// Set the properties for the data source.
sqlBuilder.DataSource = serverName;
sqlBuilder.InitialCatalog = databaseName;
sqlBuilder.IntegratedSecurity = true;
// Build the SqlConnection connection string.
string providerString = sqlBuilder.ToString();
// Initialize the EntityConnectionStringBuilder.
EntityConnectionStringBuilder entityBuilder =
new EntityConnectionStringBuilder();
//Set the provider name.
entityBuilder.Provider = providerName;
// Set the provider-specific connection string.
entityBuilder.ProviderConnectionString = providerString;
// Set the Metadata location.
entityBuilder.Metadata = @"res://*/AdventureWorksModel.csdl|
res://*/AdventureWorksModel.ssdl|
res://*/AdventureWorksModel.msl";
Console.WriteLine(entityBuilder.ToString());
using (EntityConnection conn =
new EntityConnection(entityBuilder.ToString()))
{
conn.Open();
Console.WriteLine("Just testing the connection.");
conn.Close();
}