datareader in c# with simple example

Example 1: C# function return datareader

private IEnumerable<T> GetRows<T>(string sql, Action<SqlParameterCollection> addParameters, Func<IDataRecord, T> copyRow)
{
     using (var cn = new SqlConnection("Connection string here"))
     using (var cmd = new SqlCommand(sql, cn)
     {
         cmd.CommandType = CommandType.StoredProcedure;
         addParameters(cmd.Parameters);
         cn.Open();
         using (var rdr = cmd.ExecuteReader())
         {
             while (rdr.Read())
             {
                 yield return copyRow(rdr);
             }
             rdr.Close();
         }
     }
}

public IEnumerable<MenuItem> GetChildMenus(string url)
{
     return GetRows<MenuItem>("spR_GetChildMenus", p =>
     {
         //these lines are copied from your question, but they're almost certainly wrong
         p.AddWithValue("@PageUrl", url);
         p.AddWithValue("@MenuId", ParameterDirection.Output);
         p.AddWithValue("@ParentId", ParameterDirection.Output);
         p.AddWithValue("@TitleText", ParameterDirection.Output);
         p.AddWithValue("@ExternalUrl", ParameterDirection.Output);
         p.AddWithValue("@FullUrl", ParameterDirection.Output);
         p.AddWithValue("@ChildCount", ParameterDirection.Output);
     }, r =>
     {
         return new MenuItem( ... );
     }
 }

Example 2: c# datareader still open

using(SqlConnection connection = new SqlConnection("connection string"))
{

    connection.Open();

    using(SqlCommand cmd = new SqlCommand("SELECT * FROM SomeTable", connection))
    {
        using (SqlDataReader reader = cmd.ExecuteReader())
        {
            if (reader != null)
            {
                while (reader.Read())
                {
                    //do something
                }
            }
        } // reader closed and disposed up here

    } // command disposed here

} //connection closed and disposed here