I want the coding for connecting application page to Sql.Plz help me
2 Answers
An application page can run pretty much any code you like, in C# or VB (and probably F# too, since it's .NET).
I'd suggest you start looking at the documentation for SqlClient. You can find many, many tutorials for using these classes on Google.
its not a good practice to directly interface between SharePoint and SQL server, you can look at an alternate option of web services which directly talks to SQL server and later integrate it on the application page