Most of the usual DevForce features can still be used when the EntityManager is hosted by a data service. So you can continue to use either EdmKeys or <connectionStrings> to hold your connection information, and DevForce will do its usual lookup based on the DataSourceKeyName attribute set on the entities in the model. You'll define the key/connection in the web.config.
If you're using data source extensions, you would provide the extension to the EntityManager constructor by overriding the CreateDataSource method on the DataService. If you're not using extensions there's probably no need to override this method as the default implementation will use the EM's parameterless constructor.