Why we use different architectures like 3 tier,n tier and mvc instead of that we can directly connect the database from code behind?

Because it separates concerns, and makes it easier to plan, implement, and manage large tasks.

When you deal with a small job, it doesn't seem important to "modularize" things, but the larger the project gets, the more necessary it is. If you just access the DB directly throughout your code, it's a massive job to (say) change the database to split a table in two, or change from MySql to MsSql say. If you work in a structured manner (which architectures force you to do in a lesser or greater way) then the changes become limited to a smaller "set" of methods and are easier to manage and test. If you separate the "tiers" into separate assemblies, then it's possible to replace a whole assembly and for the other layers to not even notice!

Think about it: why don't you keep all your files in a single folder? Why organise them in a hierarchical manner? It's the same thing: for a small number of files, it's easy to find what you want. But when you start to get to a significant number, having them organised into "layered" folders - projects, correspondence, manuals, videos, and music perhaps - and having those also organised, so "projects" has five folders, each with a separate "job" in, or your MP3 collection organised by band, then album, then each song makes it a lot easier to work with.