A file activation error occurred When using Entity Framework

Question

I want to use the Scaffolding Mechanism in the Entity Framework to create a MusicDBContext database and table automatically, but a problem occurred when I was programming.

The creation of steps shown below:
1. Create a console application.
2. Use the NuGet to install the Entity Framework: PM> install-package Entity Framework
3. Insert the following code into the configuration Session in App.Config:

<connectionStrings>
    <add name="MusicDBContext"
       connectionString="Data Source=(LocalDb)\MSSQLLocalDB;
         Initial Catalog=MusicDBContext;Integrated Security=SSPI;
         AttachDBFilename=|DataDirectory|\MusicDBContext.mdf"
       providerName="System.Data.SqlClient" />
</connectionStrings> 

4. Write the following code in the console:

using System;
using System.Linq;
using System.Data.Entity;
namespace ConsoleApp
{
    class Program
    {
        static void Main(string[] args)
        {
            try
            {
                MusicDbContext db = new MusicDbContext();
                Music music = new Music { Title = "Far Away From Home", 
                                          ReleaseDate = DateTime.Now };
                db.Musics.Add(music);
                db.SaveChanges();
                db.Musics.ToList().ForEach(x => Console.WriteLine($"{x.ID},
                                                {x.Title},{x.ReleaseDate}"));
            }
            catch (Exception ex)
            {
                Console.WriteLine(ex.Message);
                if(ex.InnerException != null)
                {
                    Console.WriteLine(ex.InnerException.Message);
                }
            }
            Console.ReadKey();
        }
    }
    public class Music
    {
        public int ID { get; set; }
        public string Title { get; set; }
        public DateTime ReleaseDate { set; get; }
    }
    public class MusicDbContext : DbContext
    {
        public MusicDbContext() : base("MusicDBContext") { }
        public DbSet<Music> Musics { set; get; }
    }
}

However, the following error occurred during runtime:

A file activation error occurred. 
The physical file name '\\MusicDBContext.mdf' may be incorrect. 
Diagnose and correct additional errors, and retry the operation.
CREATE DATABASE failed. Some file names listed could not be created. 
Check related errors.

When I delete all the content in the connectionStrings session, it runs OK.
Entity Framework uses the default connection of SqlLocalDB.
ConnectionString shown below:

Data Source=(localdb)\\mssqllocaldb;Initial Catalog=MusicDBContext;Integrated Security=True;MultipleActiveResultSets=True

Why is there a problem with the connection named MusicDBContext?
The keyword DataDirectory has problem?