App_code,App_themes,App_data,App_globalresources,App_localre
sources.

sorry to the above answer which is applicable to ASP.NET 
application folders..


web.config is which is used for settings to an application 
in future requirement.

Global.asax which is handling application level events and 
session level events..

I expected we can place the connection string like this
  void Session_Start(object sender, EventArgs e) 
    {
Application["sqldb"] = ConfigurationManager.AppSettings
["constr"].ToString();
    }

web.config  contains values.
global.config contains code.


n we cant place connection string code in global.asax.
we can place only in web.config.

web.config file is the root page in the application we use 
this file to make the connection with the database,we can 
use theme attribute,authentication etc.

Where as global.asax file is for handling the Application 
or page level error.