When I instance my \"Entities\" object in Entity Framework, and make a couple of queries using that Entities object, what happens to connections?
Basically it opens when a request is called and closes once the results have been disposed or consumed. You can manually open/close or use the same connection using the object context...
This article has a more complete explanation - http://msdn.microsoft.com/en-us/library/bb738582.aspx
Here is the How To on using an entity Connection- the http://msdn.microsoft.com/en-us/library/bb738461.aspx
The behaviour changed somewhat in EF6, allowing you to pass in open connections or to open the EF connection yourself later. Check out https://msdn.microsoft.com/en-us/library/dn456849(v=vs.113).aspx