Error "ExecuteNonQuery: Connection property has not been initialized."

open the connection before assigning it to the SQLCommand.

public bool IngresarUsuario(Prueba objeto)
{
    using (SqlConnection con = new SqlConnection(strConnection))
    {
        try
        {  
            con.Open();     

            query= ("insert into Pruebas (Id,Nombre,Componente)values (@Id,@Nombre,@Componente)");
            SqlCommand comando = new SqlCommand(query,con);
            comando.CommandType = CommandType.Text;

            comando.Connection = cadena;
            comando.Parameters.AddWithValue("@Id", objeto.Id);
            comando.Parameters.AddWithValue("@Nombre", objeto.Nombre);
            comando.Parameters.AddWithValue("@Componente", objeto.Componente);
            if (Convert.ToBoolean(comando.ExecuteNonQuery()))
            {
                return true;
            }
            else
            {
                return false;
            }
        }
        catch(SqlException sqlEx) 
        {
        // aquí hacer log o lo que sea
        }
        catch(Exception ex)
        {
        // aquí hacer log o lo que sea
        }
        finally 
        {
        // ¿Es necesario este bloque?
        }
    }
}

Try removing the following line:

comando.Connection = cadena; // cadena == null ??

I do not know what cadena is (you do not show it), but it does not seem right that you're using it here and it's probably null . In any case, you do not need to do that, since the connection is passing it to the object comando in its constructor:

SqlCommand comando = new SqlCommand(query,con); // ya le estás pasando "con" aquí

It is not necessary to call Connection again because when you do this ...

     SqlCommand comando = new SqlCommand(query,con);

You automatically indicate the query and the connection you are going to make. You also need to close the connection if not, when you want to open another, you will mark error.