Amol:if I make changes to the data model, e.g., add table, can I put those in the database?
You need to do it manually. I would suggest you to change the database first, then update your model from database.
Amol:How do I programatically switch the database?
You need to create another object context providing another connection string.
Amol:
System.Data.Linq.
DataContext c = new System.Data.Linq.DataContext(sq);
DataContext is part of LINQ to SQL, which only officially supports SQL Server. You need to use Entity Framework. System.Data.Objects.ObjectContext is the Entity Framework equivalent to System.Data.Linq.DataContext. When you add a "ADO.NET Entity Data Model" item to your project, Visual Studio generates a class that inherits form System.Data.Object.ObjectContext.