Add this to your web config and change the catalog name which is your database name:
<connectionStrings>
<add name="MyConnectionString" connectionString="Data Source=SERGIO-DESKTOP\SQLEXPRESS;Initial Catalog=YourDatabaseName;Integrated Security=True;"/></connectionStrings>
Reference System.Configuration assembly in your project.
Here is how you retrieve connection string from the config file:
System.Configuration.ConfigurationManager.ConnectionStrings["MyConnectionString"].ConnectionString;