If your connection string contains a username/password then configuration file is NOT recommended because of security related issues. If however your connection string are SQL and using Windows Integrated security (which implies that there is no username/password
mentioned in the connection string) then you may consider using the configuration file.
The BizTalk configuration file is equivalent to a app.config file as your helper would be loaded within the BTSNTSvc (or its 64 bit equivalent) service and you can use the same .Net methods (NameValueCollection) to read the configuration sections.
If using passwords/usernames in your connection string, it is preferred to use the SSO Affiliate application for the purpose. Refer to
http://www.codeproject.com/Tips/559597/How-to-store-BizTalk-configuration-in-the-SSO-data for how to build a SSO Helper to permit you to access the SSO Affiliate Apps. Look at using Richard Seroter SSO config tool at
https://seroter.wordpress.com/2007/09/21/biztalk-sso-configuration-data-storage-tool/
Regards.
PS: Have a look at
http://geekswithblogs.net/michaelstephenson/archive/2008/05/25/122381.aspx where various options are discussed.
