Provide the connection to the server using a connection string. You can find the CrmConnection class in namespace Microsoft.Xrm.Client and dll (Microsoft.Xrm.Client.dll which is avaialbale in sdk/bin folder)
//The following example shows the connection string using Active Directory authentication:
Microsoft.Xrm.Client.CrmConnection connection = CrmConnection.Parse(“Url=http://<Crm Server>/<Orgnization Name>;Domain=<contoso>;Username= Abc;Password=Abc;”);
// Create object of Organization Service
OrganizationService service = new OrganizationService(connection);
Entity entity = new Entity(“lead”);
entity[“subject”] = “Test”;
entity[“firstname”] = “Arvind”;
entity[“lastname”] = “Singh”;
Guid leadId = service.Create(entity);
For details, please go through below link
http://msdn.microsoft.com/en-in/library/gg695810.aspx
hope it helps..