The error message is pretty clear:
The ConnectionString property has not been initialized. (System.Data)
It means what it says: you haven't provided the Connection string which tells the system which instance of SQL Server you want to connect to.
It's like trying to call someone without dialling their number: the phone service doesn't know who you want to speak to, so they can't connect the call.
We have no idea what language you are coding in, but here's an example for C#:
string strConnect = "Data Source=MyInstanceOfSqlServer;Initial Catalog=MyDB;Integrated Security=True";
using (SqlConnection con = new SqlConnection(strConnect))
using (SqlCommand cmd = new SqlCommand("SELECT Age, Description FROM myTable WHERE ID = @ID", con))
using (SqlDataReader reader = cmd.ExecuteReader())
int age = (int) reader["Age"];
string desc = (string) reader["Description"];