How to Create Connection and fetch data from sql server and bind data on gridview

1. Create a new webpage on your project.
 Replace this code from the form tag.
use this code on your .aspx file
    <form id="form1" runat="server">
        <asp:GridView ID="GridView1" runat="server" BackColor="White" BorderColor="#999999"                BorderStyle="None" BorderWidth="1px" CellPadding="3" GridLines="Vertical">
            <AlternatingRowStyle BackColor="#DCDCDC" />
            <FooterStyle BackColor="#CCCCCC" ForeColor="Black" />
            <HeaderStyle BackColor="#000084" Font-Bold="True" ForeColor="White" />
            <PagerStyle BackColor="#999999" ForeColor="Black" HorizontalAlign="Center" />
            <RowStyle BackColor="#EEEEEE" ForeColor="Black" />
            <SelectedRowStyle BackColor="#008A8C" Font-Bold="True" ForeColor="White" />
            <SortedAscendingCellStyle BackColor="#F1F1F1" />
            <SortedAscendingHeaderStyle BackColor="#0000A9" />
            <SortedDescendingCellStyle BackColor="#CAC9C9" />
            <SortedDescendingHeaderStyle BackColor="#000065" />
Now on code file (.cs)
protected void Page_Load(object sender, EventArgs e)
        if (!IsPostBack)
            SqlConnection con = new SqlConnection("data source=.; database=a; integrated security=SSPI");
            SqlCommand cmd = new SqlCommand("select * from demo", con);
            SqlDataReader reader = cmd.ExecuteReader();
            GridView1.DataSource = reader;

here in sqlconnection 
1. data source =.;(. for local system)
2. database (name of the database)
3. and integrated security(for windows authentication)

Now create a new database from SQL server by just Right Clik on Database folder and provide the name of the database.
After that create table use these below code:
create table demo
name nvarchar(200),
rollno int

insert into demo values('daljit',12345)
insert into demo values('gurpreet',67890)

After inserting data run the webpage 

On running it shows data in grid view as like that: