I'm connected to database. I use db by Management Studio 2012 Express. Can I check connection string by click something in Management Studio?
Within SSMS, I'm not sure there's an easy way to do that. But a simple query will return you the information (without the password of a connection string, obviously):
select 'data source=' + @@servername + ';initial catalog=' + db_name() + case type_desc when 'WINDOWS_LOGIN' then ';trusted_connection=true' else ';user id=' + suser_name() end from sys.server_principals where name = suser_name()
db_name() will return the current database name if there is no parameter specified, so that is dependent on your current scope.