In Your connection string would look like:
<add name="myConnectionString";Integrated Security=true
connectionString="Data Source=DB1\SQLExpress; database=Northwind;" />
The connection string can be found in your web configuration file. (web.config)
Check if the connection string is alright.
a) You could have misspelt one of the attributes in the connection string. The servername in the above example is DB1 and the instance name is SQLExpress. Check if you have provided them alright.
b) first, check if you have connectivity to the db server from the web server. You can try the age-old ping command from the command prompt or commands like Tracert. Again, consult your network administrator for faster help.
c)Do you have any firewall in between the web server and the database. If yes, check if you can let this call go thru. You will have to talk to your network administrator to get this done.
d)Make sure the SQL Server Browser service is running on the system.
e) Check if the remote connections are configured in SQL Server. The entire steps are outlined in the Microsoft KB article that is located here. It explains how to create an exception in firewall in order to allow remote connections.