This might be a stupid question. I have no idea about MS Entity Framework (I think I need to download something from Microsoft website like logging framework).
I have recently came across an .edmx file in Visual Studio and got to know little bit about it.
I am still confused if MS Entity Framework and this .edmx are same.
I believe these two are same. Please put some light on this.
The EDMX file is an XML document used by the Entity Framework. So, yes, EDMX and Entity Framework are both about the same thing.
Entity Framework is essentially and object/relational mapper.
This is a great place to get started: http://msdn.microsoft.com/en-us/data/ef