public static IDbConnection CreateConnection()

using System.Data;

namespace Dynamicweb.Examples.CSharp
{
    public class DatabaseCreateConnection
    {

        public void ConnectToDatabase()
        {
            //Create a connection to default database
            using (var myConnection = Database.CreateConnection())
            {
                //Create a command object from the connection 
                using (var myCommand = myConnection.CreateCommand())
                {
                    //Create a DataAdapter
                    var daAdapter = Database.CreateAdapter();

                    //Prepare command object
                    myCommand.CommandText = "SELECT TOP 1 * FROM Page";
                    daAdapter.SelectCommand = myCommand;

                    //Fill a dataset
                    var myDataSet = new DataSet();
                    daAdapter.Fill(myDataSet);
                }
            }

            //Create a connection to another database in /Database folder when running Access
            using (var myConnection = Database.CreateConnection("Access.mdb"))
            {
                //Do stuff witht the connection
            }

            //Check the database type and change the connection object to the database specific type returned.
            if (Database.IsAccess)
            {
                var con = (System.Data.OleDb.OleDbConnection)Database.CreateConnection();
            }
            else
            {
                var con = (System.Data.SqlClient.SqlConnection)Database.CreateConnection();
            }
        }
    }

}