No Entity Framework provider found for the ADO.NET provider with invariant name ‘System.Data.SqlClient’.

You need to create a reference, so it will be copied in the debug folder. So later it can accessed in runtime.

Don’t to copy any files, just create this reference:

private volatile Type _dependency;

public MyClass()
{
    _dependency = typeof(System.Data.Entity.SqlServer.SqlProviderServices);
}