I assume you are a beginner. Going to suggest you simplest way so you can get idea how to deal with this type of stuffs.
SqlConnection conn = new SqlConnection();
conn.ConnectionString = System.Configuration.ConfigurationManager.ConnectionStrings["connectionstring name"].ConnectionString;
conn.Open();
SqlCommand cmd = new SqlCommand("select query for firstname lastname",conn);
SqlDataReader dr = cmd.ExecuteReader();
if(dr.read)
{
yourlabel.text="Welcome, Mr." + dr.GetString(0)+" "+ dr.GetString(1);
}