What is the format of a SQLConnection connection string?

Question

What is the format of a SQLConnection connection string that is passed in the constructor method? I have run a search engine search online and all I could find so far is examples like:

"Data Source=(local);Initial Catalog=AdventureWorks; Integrated Security=SSPI;";

or

 

"User Id=sa;Server=localhost;Initial Catalog=Test;"

The examples raises questions. Since the SQL Server Management Studio (SSMS) program offers a different set of fields during start up in order to connect to a database, I have to ask how does "Server type, "Server name", "Authentication", "User name" and "Password". Also, is "Catalog" another name for a database table?