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Also is there already a database connection created I can call that was setup when I attached the database to the app as a datasource?

Radzen doesn't keep any open connections to the database. However you can inject the EF context that has been created for your data source so you don't need to write SQL and embed the connection string in your code. Here is how this is done (step 4):

[Route("api/[controller]/[action]")]
public class ServerMethodsController : Controller
{
    private NorthwindContext northwind;

    public ServerMethodsController(NorthwindContext context)
    {
        this.northwind = context;
    }
}