Visual Studio 2012 Database Project / Sql Server data tools (SSD ) installs and uses a SQL Server Express version named LocalDB for it's operations by default.
LocalDB is created specifically for developers and is a fast, lightweight SQL Server instance that requires minimal management or configuration.
This scenario is great is you don't have a SQL Server instance to develop.
When a object is open, like for example a store procedure, and you execute the code Visual Studio 2012 will connect to LocalDB and there is no option to connect to other database.
The solution is to change the default SQL Server Instance used by Visual Studio 2012:
1) On the menu, choose Tools-> Options -> Database tools
2) On the data connections enter the SQL server Instance name that you want to use
3) Press OK
Close all the database project files you have open on Visual Studio and the configuration is done.