Is it possible to connect MS SQL Server Express 2012 through DAC Connection?
To use the DAC in Express, you need to enable startup trace flag 7806. This is documented here and in more detail here.

Open Configuration Manager, in your SQL Server Services pane right-click the Express instance and select Properties. On the Startup Parameters tab add -t7806, hit Add, then OK, and restart the service.


  


You can check the error log or the DMVs after the restart to verify the DAC is enabled.

The reason this is disabled by default in SQL Server Express is for performance reasons (you're already limited to 1GB of memory, and DAC locks up a chunk of that). So, unless you are really sure you're going to need the DAC, it might be best to leave it off.