I usually use code like this:
using (var connection = new SqlConnection(ConfigurationManager.ConnectionStrings["MyConn"].ConnectionString))
{
var command = connection.CreateCommand();
command.CommandText = "...";
connection.Open();
command.ExecuteNonQuery();
}
Will my command automatically disposed? Or not and I have to wrap it into using block? Is it required to dispose SqlCommand?
The safest policy is to always call Dispose() on an object if it implements IDisposable, either explicitly or via a using block. There may be cases where it is not required but calling it anyway should never cause problems (if the class is written correctly). Also, you never know when an implementation may change meaning that where the call was previously not required it is now definitely required.
In the example you've given, you can add an extra inner using block for the command, as well as maintaining the outer using block for the connection.