Below is simple power shell command for SQL server DB connection 
cls
 $sqlinstance = "[ServerName]\[InstanceName]" 
 $auth = “Integrated Security=SSPI;”
 $connString = “Provider=SQLNCLI11.1;Auto Translate=False;” + “Data Source=$sqlinstance; ” + “Initial Catalog=myDB; ” + “$auth; “
 $connString
 $conn = New-Object System.Data.OleDb.OleDbConnection $connString
 $conn.Open()
    if($conn.State -eq "Open")
    {
        Write-Host "Test connection successful"
        $conn.Close()
    }
