It depends on how you create the connection, but make sure it is possible.
Look at this site for the db connection string you are connecting to.
ConnectionStrings.com
For the SQL connection string, you will do something like
Imports System.Data.SqlClient
...
...
Dim conn As SqlConnection = New SqlConnection("Data Source=myServerAddress;Initial Catalog=myDataBase;User Id=myUsername;Password=myPassword;")
conn.Open
Replace the bits you want to change with the values ββfrom your text box
eg
Dim conn As SqlConnection = New SqlConnection("Data Source=" & txtServerAddr.Text & ";Initial Catalog=" & txtDBName.Text & ";User Id=" & txtUser.Text & ";Password=" & txtPassword.Text & ";")
EDIT after editing your question
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