Using the tag with web.config

You can define like this

<connectionStrings>    
    <add name="connstr"  providerName="System.Data.SqlClient" connectionString="Data Source=Servername;Initial Catalog=DBName;Integrated Security=True"/>
  </connectionStrings>

Accessing in C#:
string connStr = System.Configuration.ConfigurationManager.ConnectionStrings["constr"].ToString();

Or
<appSettings>
        <add key="constr" value="Data Source=ServerName;Initial Catalog=DBName;User ID=sa;Password=123456"/>    
  </appSettings>

Accessing in C#:

string connStr = System.Configuration.ConfigurationManager.AppSettings["constr"].ToString();

appSettings is meant for any data string that can be stored while connectionString is meant for storing the database connection strings only.