When I instance my "Entities" object in Entity Framework, and make a couple of queries using that Entities object, what happens to connections?
In either case, is it possible to change it so that it does the other thing?
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