What is System.Data.SqlServer?

When you have functions, stored procedures etc written in .NET you will use this provider rather than the traditional System.Data.SQLClient. If you are accessing objects created using T-SQL language then you will need a connection to connect them. Because you need to specify which server you will connect, what is the password and other credentials? But if you are accessing objects made using .NET itself you are already residing in SQL Server so you will not need a connection but rather a context.