You can add a feature receiver to a feature in your project to provision and retract (on feature activation and deactivation respectively) the web.config modifications that you need to all WFEs in the farm by using the SPWebConfigModification
class in the Microsoft.SharePoint.Administration
namespace.
This class works with the SharePoint Object Model to make the changes that you need to implement, but also tracks those changes while providing you the ability to revert without having to worry about what the previous web.config settings were.
In your case, the revision tracking may not be as important to you as you're likely only adding new nodes, rather than changing existent values, but you can mark your modifications as uniquely relating to this project via the Owner
property of the class.
Something like:
public override void FeatureActivated(SPFeatureReceiverProperties properties)
{
SPWebAppliation webApplication = (properties.Feature.Parent as SPWebApplication);
SPWebConfigModification webConfigModification = new SPWebConfigModification();
webConfigModification.Name = "add[@name=\"OraSPDataXchange\"]";
webConfigModification.Path = "configuration/connectionStrings";
webConfigModification.Owner = "OraSPDataXchange";
webConfigModification.Sequence = 0;
webConfigModification.Type = SPWebConfigModification.SPWebConfigModificationType.EnsureChildNode;
webConfigModification.Value = "<add name=\"OraSPDataXchange\" providerName=\"System.Data.SqlClient\" connectionString=\"YourString\" />";
webApplication.WebConfigModifications.Add(webConfigModification);
webApplication.Update();
webApplication.Farm.Services.GetValue<SPWebService>().ApplyWebConfigModifications();
}
Rinse and repeat.
Other links that may be beneficial:
Web.config modifications with a SharePoint feature
SPWebConfigModification – A closer look