It depends on the network to some extent.  Connections should be
fairly solid on a LAN, server reboots aside.  It would be more
likely to happen when using the internet and/or a VPN.

The error can be difficult to recover from.  Certainly, the
SELECT (or whatever) should be in a try/catch block.  You could
then catch the error, try a reconnect and retry the operation.
Not easy if you have a lot of DB I/O operations.

The only other thing I can think of is that SQL Server may have
an inactivity timeout.  If this were the case, it might drop the
connection after some period of inactivity.

- Arnie