In C# which file is known as vb.net module file

To give connection string common to all pages then you have to give in webconfig file under

<configuration>

tag

eg:

<connectionStrings>
   <add name="MenuStructureDB" connectionString="Data Source=PRASHANTH\SQLEXPRESS;Initial Catalog= MenuStructure;Integrated Security=True;" />
 </connectionStrings>

then in code behind you can call

eg:

SqlConnection cn = new SqlConnection(ConfigurationManager.ConnectionStrings["MenuStructureDB"].ToString());

There isn't one - C# has no concept of global variables or methods (a deliberate omission, C and C++ did).

The best way to do this is to create such methods in a separate Utilities DLL - that way they can be added to more than one project just by adding a reference to the DLL to the project. The code does not need to be changed (or even available) to the new project, which improves maintenance, and can promote reliablity.
In the DLL, create a static class, and add public static methods to it.