What does App=EntityFramework do in Sql connection string?

App and Application Name are simply a way for somebody debugging SQL Server to know which client is connecting to it. If you had a SQL Server that has several apps that used it, it might be hard to know which one was sending which statements. If each app used a different Application Name it would be very clear.

Check this out for more info.

It's just the synonym of the Application Name.

You can see the Connection String properties outlined here:

http://msdn.microsoft.com/en-gb/library/system.data.sqlclient.sqlconnection.connectionstring.aspx