eu acho que você tem que criar o objeto da classe SqlCommand também e passar a string de comando para seu construtor. tente isso"
SqlConnection conn = new SqlConnection("Data Source=serverName;"
+ "Initial Catalog=databaseName;"
+ "Persist Security Info=True;"
+ "User ID=userName;Password=password");
conn.Open();
// create a SqlCommand object for this connection
SqlCommand command = conn.CreateCommand();
command.CommandText = "Select * from tableName";
command.CommandType = CommandType.Text;
// execute the command that returns a SqlDataReader
SqlDataReader reader = command.ExecuteReader();
// display the results
while (reader.Read()) {
//whatever you want to do.
}
// close the connection
reader.Close();
conn.Close();
