well really there is only 1 way of doing this. it also depends the type of authentication you are using to connect to the database.

SqlCommand theSQLCommand = new SqlCommand("INSERT STATEMENT HERE", new SqlConnection("ConnectionStringHere"));

theSQLCommand.Connection.Open();

theSQLCommand.ExecuteNonQuery();

theSQLCommand.Connection.Close();

www.connectionstrings.com would be one place you can obtain the connection strings for SQL Server, amoungst other applications.

small example of deleting data....

SqlCommand theSQLCommand = new SqlCommand("DELETE FROM [TableName] WHERE [field] = @p1", new SqlConnection("ConnectionStringHere"));

SqlParameter theParam = new SqlParameter("@p1", "valueHere");

theSQLCommand.Parameters.Add(theParam);

theSQLCommand.Connection.Open();

theSQLCommand.ExecuteNonQuery();

theSQLCommand.Connection.Close();