how could i connect my project with database

there are too many methods to connect to database
few of them
1)use sqlclient and use manually commands..
2)use type dataset
3)linq to sql

Store your Connection string in web.config's Connectionstring Setting Section

<connectionstrings>
<add name="connectionname" connectionstring="Data Source=.;Initial Catalog=Dbname;User ID=sa;Password=123456">



and access it in your Web Page like

string con= ConfigurationManager.AppSettings["connectionname"]

for more help
connection string

To start with, read:
http://en.wikipedia.org/wiki/ADO.NET[^],
http://msdn.microsoft.com/en-us/library/aa286484.aspx[^], than follow references from these articles.

—SA

Follow steps to connection with database
connecting from a VS2008 project to SQL Server 2008 Express