Thank you,
the issue is resolved now, but I cannot offer an explication.
After I posted the question, I installed the non-portable version on my computer and it worked correctly. The application creates a .cn file that contains the connection data.
Now regarding the portable version, I had the portable version installed to my system disk. Path C:\Program Files\DatabaseBrowserPortable. And yes, I can write to it. Initially neither DatabaseBrowser.cn nor DatabaseBrowser.dat existed anywhere in this directory tree. So I copied DabaseBrowser.cn and DatabaseBrowser.dat from the standard version to the C:\Program Files\DatabaseBrowserPortable\Data\settings directory of the portable version. This made the portable version start with the connections defined.
Then I removed the portable version and reinstalled it in the same directory C:\Program Files\DatabaseBrowserPortable. I started it and closed it. That created the files DabaseBrowser.cn and DatabaseBrowser.dat in the settings directory. I started the portable version again and defined a connection, then closed the application. Now the portable version shows the connection when it starts.
I am sorry that I cannot reproduce the issue. Thanks again for your help.
J