how to write connection string for connect SQL database

<connectionStrings>

    <add name="Conn" providerName="System.Data.SqlClient" connectionString="Data Source=.\SQLEXPRESS;AttachDbFilename=D:\New Folder\WebApp\App_Data\Database.mdf;Integrated Security=True;User Instance=True"></add>

  </connectionStrings>

'Calling a function for connection

        Dim connect As SqlConnection = ConnectToDatabase()

        Dim connectString As String = ConfigurationManager.ConnectionStrings("Conn").ConnectionString



        'Creating connection object

        Dim connect As SqlConnection = New SqlConnection(connectString)

        Return connect