I created Model1.edmx file and accordingly Model1.Designer.cs was also created.
I decided to copy all code from Model1.Designer.cs to dal.cs file and deleted Model1.edmx + Model1.Designer.cs files.
When I try to connect I get error that mapping is failed and no SSDL,CSDL are found.
Is there any way to use Linq To Entites without .edmx file, but just using the code in Model1.Designer.cs?
If you define your mapping in EDMX there is no way to use it without EDMX. EDMX is necessary because the build process will decompose the EDMX files into multiple resources specifying mapping between classes and database. These resources are used at runtime.
If you don’t want to have EDMX file you can’t use it at all and instead you can try code first approach (more tutorials are available on that page) in Entity Framework 4.1. You can also use helper EF Power Tools to generate code mapping from existing database for you (it can be good to start learning how to map tables from code).