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C # Windows app - Do many threads use the same connection?

I have a C # WINDOWS application that is multithreaded. As I understand it, in a web environment, connections are merged automatically. I also understand that this is not the case in a Windows application. Therefore, for a Windows application, the same connection should be used and not closed after each call, but closed when the application is disconnected.

I'm curious, right, is that right? If so, can two threads use the same connection to get a data set from the database at the same time, or is this functionality in the queue?

thanks

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