There are different ways to connect to Database.
1. ADO.NET
using System;
using System.Data;
using System.Data.OleDb;
class Sample
{
public static void Main()
{
OleDbConnection nwindConn = new OleDbConnection("Provider=SQLOLEDB;Data Source=localhost;Integrated Security=SSPI;Initial Catalog=northwind");
OleDbCommand catCMD = nwindConn.CreateCommand();
catCMD.CommandText = "SELECT CategoryID, CategoryName FROM Categories";
nwindConn.Open();
OleDbDataReader myReader = catCMD.ExecuteReader();
while (myReader.Read())
{
Console.WriteLine("\t{0}\t{1}", myReader.GetInt32(0), myReader.GetString(1));
}
myReader.Close();
nwindConn.Close();
}
}
2. Web.Config Connection String
<connectionStrings>
<add name="ConnStringDb1" connectionString="Data Source=localhost;Initial Catalog=YourDataBaseName;Integrated Security=True;" providerName="System.Data.SqlClient" />
</connectionStrings>
3. Connect to a SQL Database and Use the LINQ to SQL Designer
This process involves multiple thing, you can read more here
https://blogs.msdn.microsoft.com/charlie/2007/11/19/connect-to-a-sql-database-and-use-the-linq-to-sql-designer/