membership providers and methods

hello sir,

       I have seen many Built-in Providers in security tutorials to create user and to validate user, like

Sqlmembershipprovider and function like validateUser(,) and many more.

Is this Providers only work with In-Build Database provided by aspnet_regsql.exe file       OR

we can use with our own database created in sqlserver expression edition by localhost\sqlexpress

if we can then tell me how  otherwise tell me what to do to validate users and prove them roles for accesing the pages.

plz tell me.

Thank You 
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