The database mdf file is not a project output file. Thus, you can transfer it to resources and add resources from the project output window, or you can directly add it to the application folder from the Application Installation Wizard.

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String DBPath = Application.StartupPath + "\\Data\\CMM.mdf";
String ConnString = String.Format("Data Source=.\\SQLEXPRESS;AttachDbFilename={0}; +
"Integrated Security=True;User Instance=True", DBPath);
SqlConnection con = new SqlConnection(ConnString);