Improve samples by building them

### Is your feature request related to a problem? Please describe.
None of the samples in the docs/samples folder are built or compiled, leading to potentially unusable samples

### Describe the solution you'd like
Add a project and solution to build these at least locally

One of the challenges is that most of the samples have this shape:

```c#
using System;
using System.Data;
//
using Microsoft.Data.SqlClient;

class Program
{
static void Main()
{
OpenSqlConnection();
Console.ReadLine();
}

private static void OpenSqlConnection()
{
string connectionString = GetConnectionString();

using (SqlConnection connection = new SqlConnection())
{
connection.ConnectionString = connectionString;

connection.Open();

Console.WriteLine("State: {0}", connection.State);
Console.WriteLine("ConnectionString: {0}",
connection.ConnectionString);
}
}

static private string GetConnectionString()
{
// To avoid storing the connection string in your code,
// you can retrieve it from a configuration file.
return "Data Source=MSSQL1;Initial Catalog=AdventureWorks;"
+ "Integrated Security=true;";
}
}
//
```

Which of course causes clashes as Program is in the Global namespace

A possible solution would be to add namespaces to sample:

```c#
using System;
using System.Data;
//
using Microsoft.Data.SqlClient;

namespace SqlConnection_ConnectionString;

class Program
{
static void Main()
{
OpenSqlConnection();
Console.ReadLine();
}

private static void OpenSqlConnection()
{
string connectionString = GetConnectionString();

using (SqlConnection connection = new SqlConnection())
{
connection.ConnectionString = connectionString;

connection.Open();

Console.WriteLine("State: {0}", connection.State);
Console.WriteLine("ConnectionString: {0}",
connection.ConnectionString);
}
}

static private string GetConnectionString()
{
// To avoid storing the connection string in your code,
// you can retrieve it from a configuration file.
return "Data Source=MSSQL1;Initial Catalog=AdventureWorks;"
+ "Integrated Security=true;";
}
}
//

```

### Additional context

let me know if you think this adds value and I can do it.