void Connect()
{
        var authProvider = new ActiveDirectoryAuthenticationProvider(CustomDeviceFlowCallback);
        SqlAuthenticationProvider.SetProvider(SqlAuthenticationMethod.ActiveDirectoryDeviceCodeFlow, authProvider);

        var connection = new SqlConnection("Data Source=myServer.database.windows.net,1433;Authentication=Active Directory Device Code Flow;Connection Timeout=120");
        connection.Open();
}

private static Task CustomDeviceFlowCallback(Devart.Data.SqlServer.DeviceCodeResult result)
{
        // Provide custom logic to process result information and read device code.
        Console.WriteLine(result.Message);
        return Task.FromResult(0);
}