I need to know is there any feature of connecting to DB2 database from .net in .Net framework 4.0
EDIT:- I like to know if there is any DB2 provider
What do you mean? You want something specific to .NET 4.0 or you want to know that whether we can connect with DB2 using .NET Framework or not.
If later is the case, yes you can. OleDBConnection class(which is available in .NET 2.0 and .NET 3.5 as well) has a property ConnectionString in which you set the provider's details. You simply have to give the provider's connection string for your DB2 provider and you should be OK.