App.config的行为与常规方式不同

我的连接字符串过去是这样的：

SqlConnection cn = new SqlConnection(@"Data Source=.'SQLEXPRESS;AttachDbFilename=G:'I.S'C#'billingSystem'Store.mdf;Integrated Security=True;User Instance=True");

所以我可以（插入，更新，删除）用这个：

    SqlCommand cmd = new SqlCommand("SQLSTATEMENT", cn);
    cn.Open();
    cmd.ExecuteNonQuery();
    cn.Close();

我在youtube上看到一个名为"部署C#项目"的教程，当时他使用

System.Configuration;

和app.config文件，所以我以完全相同的方式遵循了教程，它也能工作。

在我（插入、更新、删除）运行时一切正常，直到我关闭应用程序，就像我什么都没做一样，我插入的所有数据都消失了！。

我需要在运行时将更改保存到表中。

一些信息：Winforms应用程序，我的代码示例：

<?xml version="1.0" encoding="utf-8" ?>
<configuration>
    <configSections>
    </configSections>
    <connectionStrings>
        <add name="SchoolProjectConnectionString"
            connectionString="Data Source=.'SQLEXPRESS;AttachDbFilename=|DataDirectory|'SchoolDB.mdf;Integrated Security=True;User Instance=True"
            providerName="System.Data.SqlClient" />
    </connectionStrings>
</configuration>
namespace SchoolProject
{
    public partial class Main : Form
    {
        SqlConnection cn = new SqlConnection(System.Configuration.ConfigurationManager.ConnectionStrings["SchoolProjectConnectionString"].ToString());
        public Main()
        {
            InitializeComponent();
        }
        private void button4_Click(object sender, EventArgs e)
        {
            Application.Exit();
        }
        private void button1_Click(object sender, EventArgs e)
        {
            string myValue = Interaction.InputBox("Enter ID", "ID", "", 100, 100);
            string myValue0 = Interaction.InputBox("Enter Name", "Name", "", 100, 100);
            int X = Convert.ToInt32(myValue);
            SqlCommand cmd = new SqlCommand("Insert into Student(ID, Student) Values ('" + X + "','" + myValue0 + "')", cn);
            cn.Open();
            cmd.ExecuteNonQuery();
            cn.Close();
        }
        private void button2_Click(object sender, EventArgs e)
        {
            string myValue3 = Interaction.InputBox("Enter ID", "ID", "", 100, 100);
            int X = Convert.ToInt32(myValue3);
            SqlCommand cmd = new SqlCommand("SELECT * FROM Student WHERE id = '" + X + "'", cn);
            cn.Open();
            SqlDataReader reader = cmd.ExecuteReader();
            if (reader.HasRows)
            {
                while (reader.Read())
                {
                    MessageBox.Show(reader["Student"].ToString());
                }
            }
            cn.Close();
        }
        private void button3_Click(object sender, EventArgs e)
        {
            Report R = new Report();
            R.Show();
        }
    }
}