just add the DB to the project in VS or in WebMatrix

otherwise you can find the connectionstring here :
ConnectionStrings.com - Forgot that connection string? Get it here!

just add the connection string.. if your using a sql server database you need to include the security params within the string if your using sql server ce (compact edition) you can link directly to the file.. use server.mappath to get the dynamic web path..

string connetionString = null;
SqlConnection cnn ;
connetionString = "Data Source=ServerName;Initial Catalog=DatabaseName;User ID=UserName;Password=Password"
cnn = new SqlConnection(connetionString);
try
{
cnn.Open();
MessageBox.Show ("Connection Open ! ");
cnn.Close();
}
catch (Exception ex)
{
MessageBox.Show("Can not open connection ! ");
}

you make use of visual studio it will be more easy for u.