string connectionString = System.Configuration.ConfigurationManager.AppSettings["ConnectionString"];

SqlConnection sqlConn = new SqlConnection(connectionString);

sqlConn.Open();

string strSql = "Select * From Capital order by CapitalID";

SqlCommand sqlCmd = new SqlCommand(strSql, sqlConn);

SqlDataReader dtrProvince = sqlCmd.ExecuteReader();

webconfig里面：
<connectionStrings>
<add name="ConnectionString" connectionString="Provider=空间商的数据库;Data Source=Aron1;Initial Catalog=pubs;User Id=sa;Password=asdasd;" />
</connectionStrings>