public static void Main()    
{        
  string scriptDirectory = "c:\\temp\\sqltest\\";
  string sqlConnectionString = "Integrated Security=SSPI;" +
  "Persist Security Info=True;Initial Catalog=Northwind;Data Source=(local)";
  DirectoryInfo di = new DirectoryInfo(scriptDirectory);
  FileInfo[] rgFiles = di.GetFiles("*.sql");
  foreach (FileInfo fi in rgFiles)
  {
        FileInfo fileInfo = new FileInfo(fi.FullName);
        string script = fileInfo.OpenText().ReadToEnd();
        using (SqlConnection connection = new SqlConnection(sqlConnectionString))
        {
            Server server = new Server(new ServerConnection(connection));
            server.ConnectionContext.ExecuteNonQuery(script);
        }
   }
}