There are more than one methods in C#, and they depend on your own architecture and design on the platform. If the platform is Windows (.NET Framework) and the server for the data is the SQL Server, you should use the
SqlClient
of the .NET framework to work with data.
How to connect SQL Database to your C# program, beginner's tutorial[
^] Read the article and understand what .NET has for you, how you connect to the SQL Server databases.
Speed, Quality and functionality would be better of built-in modules always, however, you can always create your own frameworks and projects to work with databases in your project. But, using the built-in functions will be better and more efficient.