Use connectionstring from web.config in source code file

I know this might be a very basic question, but maybe thats why I'm having problems finding the answer. Right now I'm creating database connections in my source files by doing something like this:

SqlConnection con = new SqlConnection("Data Source=...Password=...);
SqlCommand cmd = new SqlCommand(String.Format("SELECT * FROM Table;"), con);
con.Open();
SqlDataReader reader = cmd.ExecuteReader();

But this means that if I choose to change databases it will be a major pain. Do you guys know how to use the connection string from a web.config file instead?

Thank you!