web.config file

when grid vu and sql datasource is used, i happen to see in many examples that a web.config file is used. in sql data source the connection string is just given as <%$connectionstrings:Pubs%>.
in web.config file there are many connection strings given which includes other databases also. can anyone tell me what exactly is this web.config file is for.
also abt machine.config?
and If we remove web.config or machine.config from the application then, will the application still work?
thanks in advance.
my search in google gives all complex explanation.
so pls cd anyof you put it simple so that i understand them.

web config is a great little place to store global parameters such as:
database connection params
admin email settings (smtp, admin email account...)
where to log errors to
even role based authentication XML parameters

many other web languages have used a config file (such as java's web.xml) for many years, so it's about time MS caught on.

you can run the site without the web.config, but if you use something that requires params from it, it'll kick an error the first time and say "I need to create this file for you before you can proceed"

hi ,
thanks for your reply. but what about machine.config. can we remove it and still make the application run???