How Do I Connect To The Sql?

using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Web.UI;
using System.Web.UI.WebControls;
using System.Data.SqlClient;

namespace sqlaccess
{
    public partial class WebForm1 : System.Web.UI.Page
    {
        protected void Page_Load(object sender, EventArgs e)
        {
           SqlConnection con = new SqlConnection();
           con.Open(); //getting error over here
            SqlCommand cmd=new SqlCommand();
           con.Close();
        }
    }
}