Why create connection with ConnectionString that placed in Web.Config?

The answer very simple: because we will possible to change it without compile our application...and its very hopeful in PROD environment, isn't? :-)

Suppose, we have MyDataSet of typed DataSet with one table: 

using System;
using System.Collections.Generic;
using System.Linq;
using System.Web;
using System.Data;
using System.Configuration;
using System.Data.SqlClient;
using Dashboard.DAL;
 
namespace Dashboard.Dal
{    
    public class GetData
    {
        public static string ConnectionString { get; set; }
 
        public static MyDataset GetData()
        {
            MyDataSet ds = new MyDataSet();
            ConnectionString = ConfigurationManager.ConnectionStrings["  

                                                      ConnectionString"].ToString();
            using (SqlConnection conn = new SqlConnection(ConnectionString))
            {
                string storeProc = "DataBase.dbo.ProcedureName";
                SqlCommand command = new SqlCommand(storeProc, conn);
                command.CommandType = CommandType.StoredProcedure;
                SqlDataAdapter da = new SqlDataAdapter(command);
                conn.Open();
                da.Fill(ds.TypedDataSet);
            }
            return ds;
        }
    }
}

and file web.config:

<configuration>
  <connectionStrings>
    <add name="ConnectionString" connectionString="Data Source=SQL_SERVER_NAME;Initial 
               Catalog=INIT_CATALOG_OF_DB;Persist Security Info=True;
               User ID=USER_NAME;Password=1234" />    
  </connectionStrings>
</configuration>

Good Connection...