You have to move your connection string in a separate config file:
ConnectionStrings.config
<?xml version="1.0" encoding="utf-8" ?>
<connectionStrings>
<add name="connectionString"
connectionString="Integrated Security=SSPI; Persist Security Info=False; Initial Catalog=DbName; Data Source=.\SQLExpress;"
providerName="System.Data.SqlClient" />
</connectionStrings>
Modify the connection string so that fit your requirement.
Then you can share it with all your projects like that:
1) Open your App.config (This file found in your project)
2) Add this line code somewhere behind </configSections>
...
<connectionStrings configSource="ConnectionStrings.config"/>
...
The trick in configSource:
"Gets or sets the name of the include file in which the associated configuration section is defined, if such a file exists."
https://msdn.microsoft.com/en-us/library/system.configuration.sectioninformation.configsource(v=vs.110).aspx
What will happened:
If the project does not have any App.config then just add it! or you can also loaded manually with ConfigurationSettings.
This is the best way to share the database configuration between the app.configs and when you change for example the Sql Server name, then you have only to modify the ConnectionStrings.config and not all App.configs!