An application must connect to an instance of Microsoft® SQL Server™ before it can work with a SQL Server database. Connection occurs through a component such as shared memory or a network. An application can open multiple connections to an instance of SQL Server.
After a connection is made, the application can execute Transact-SQL statements through the connection. After an application completes all the work that must be done in an instance of SQL Server, the application disconnects. This frees all resources held by the connection in the server and terminates the network or shared-memory connection between the application and the instance.
In general, connections:
Internet applications also connect to an instance of SQL Server, either through an ADO or OLE DB connection, or by specifying a SQL Server virtual root in a Uniform Resource Locator (URL). While the Internet application uses Transact-SQL statements or XPath queries that use XML documents instead of relational result sets, all of the characteristics listed above still apply to the connection.