There are many, many tutorials on the Internet regarding data access in ASP.NET, run a Google.
In short, you need a firm understand of how the ASP.NET runtime actually handles ASPX and Code behind files, once you get that, you will have answered part of your question.
As for the ADO.NET classes, the tutorials will tell you what namespaces to import etc.
What code have you tried? Why did it not work? In my opinion though, I would suggest not "running before you can walk". Get an understanding of HOW
ASP.NET works, then make it work how YOU
want it to :)