code first:
<add name="MovieDBContext" connectionString="Data Source=|DataDirectory|Movies.sdf" providerName="System.Data.SqlServerCe.4.0"/>

Integrated Security:
<add name="ProductDBContext" providerName="System.Data.SqlClient" connectionString="Data Source=.;Initial Catalog=ProductDB;Integrated Security=True"/>

Another Way:
<add name="ProductDBContext" providerName="System.Data.SqlClient" connectionString="Data Source=.;Initial Catalog=ProductDB;User ID=sa;Password=P@ssword12"/>