Entities are not the same as objects. Entities define the schema of an object, but not its behavior. So, an entity is something like the schema of a table in your database, except that it describes the schema of your business objects. Entity Framework is to build a conceptual model, entity data model from database schema, but not only database schema.
An EDM is a client-side data model and it is the core of the Entity Framework. It is not the same as the database model, that belongs to the database. EDM describes the structure of your business objects. It's as though you were given permission to restructure the database tables and views in your enterprise's database so that the tables and relationships look more like your business domain rather than the normalized schema that is designed by database administrators. Below compare a database model and a entity data model.
The entity data model doesn't have any knowledge of the data store, what type of database it is, much less what the schema is. And it doesn't need to. The database you choose as your backend will have no impact on your model or your code.
The Entity Framework communicates with the same ADO.NET data providers that ADO.NET already uses, but with a caveat. The provider must be updated to support the Entity Framework. The provider takes care of reshaping the Entity Framework's queries and commands into native queries and commands. All you need to do is identify the provider and a database connection string so that the Entity Framework can get to the database.
This means that if you need to write applications against a number of different databases, you won't have to learn the ins and outs of each database. You can write queries with the Entity Framework's syntax (either LINQ to Entities or Entity SQL) and never have to worry about the differences between the databases. If you need to take advantage of functions or operators that are particular to a database, Entity SQL allows you to do that as well.
Although the Entity Framework is designed to let you work directly with the classes from the EDM, it still needs to interact with the database. The conceptual data model that the EDM describes is stored in an XML file whose schema identifies the entities and their properties. Behind the conceptual schema described in the EDM is another pair of schema files that map your data model back to the database. One is an XML file that describes your database and the other is a file that provides the mapping between your conceptual model and the database.
During query execution and command execution (for updates), the Entity Framework figures out how to turn a query or command that is expressed in terms of the data model into one that is expressed in terms of your database.
When data is returned from the database, it does the job of shaping the database results into the entities and further materializing objects from those results.