There are number of options and most common one is to user LINQ to SQL classes and connections string will be auto generated by Framework. If you want to use direct connection you can use following string:

var connectionString = @"Driver={SQL Server}; Server={MACHINE_NAMESQLEXPRESS}; Database=StoreCatalog; Trusted_Connection=Yes;";

It is always a good idea to put connection string into web.config file and encrypt configuration sections using RSA.

Using RSA with a Machine-Level Key Container to Encrypt a Connection String in Web.Config

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