Do not fill my datagriview with linq

As a result of my first consultation in this forum, I was suggested to use EF, I am actually learning and it saves me a lot of time in terms of entities, but now I have this problem.

I have 4 Data Layers, Entity, Business and Presentation.

In my every Data I have

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Entidad;

namespace Datos
{
    public class DPolizas
    {
        public List<POLIZAS> GetPolizas()
        {
                var Query = (from p in db.POLIZAS
                             select new POLIZAS
                             {
                                 ASE_CODIGO = p.ASE_CODIGO,
                                 CLI_CODIGO = p.CLI_CODIGO
                             }).ToList();

                return Query;
        }
    }
}

In my business layer I have

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using Entidad;
using Datos;

namespace Negocio
{
    public class NPolizas
    {
        public List<POLIZAS> GetPolizas()
        {
            DPolizas dPolizas = new DPolizas();
            return dPolizas.GetPolizas();

        }
    }
}

and I have a form with a datagriview and a button for the query and test my code

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Linq;
using System.Text;
using System.Windows.Forms;
using Entidad;
using Negocio;

namespace Rsa
{
    public partial class frmPolizas : Form
    {
        public frmPolizas()
        {
            InitializeComponent();
        }

        private void btnListar_Click(object sender, EventArgs e)
        {
           List<POLIZAS> lista = new List<POLIZAS>();
           NPolizas nPolizas = new NPolizas();
           lista = nPolizas.GetPolizas();
           dgvPolizas.DataSource = lista;
        }
    }
}

and when I press the List button it only shows me the header and it does not bring me data even though I have many records in this table ?? What am I doing wrong??

Now I get an error like this

Apparently says it can not find a connection string, however if I have app.conf

I really do not understand.

Thanks for any help you can give me.