I've added the line
static private readonly string connectionString = System.Configuration.ConfigurationManager.ConnectionStrings[0].ConnectionString;
to my Console App project, and it returns a connection string despite the fact that I haven't yet set one up, and there is no config file anywhere in the solution folder.
It appears to be an ASP.NET database connection string:
data source=.\\SQLEXPRESS;Integrated Security=SSPI;AttachDBFilename=|DataDirectory|aspnetdb.mdf;User Instance=true
Where is VS getting this string from?