you need to write the connection string in web.config.

It is a central repository from where you can retrieve it 
and use it in all the pages. For example if you store the 
connection string in a central place like a web.config file 
you can retrieve those connection strings from the 
web.config file and use it

Config file we can write that is web.config and 
machine.config

connection string saved in the web.config file:

<connectionstrings>
<add name="Appconnectionstring1" 
connectionstring="server=localhost;User Id=sa;Password= 
password;Database=Northwind; persist security info ="True" 
providerName="system.data.sqlclient"/>
</connectionstrings>

You can also pass a connection string in web.config file as:-

<appSettings>
    <add key="ConStrName" value="your_ConStrValue"/>
  </appSettings>