Libraries to do connection with MS SQL

I like to create a Web form to insert, delete and update records to MS SQL Database.

Somebody told me that first I need to download libraries to get connection with SQL.

Could you help me?

The .NET framework includes everything you need to connect, there is no need for anything "additional" (download or otherwise)....

Code:

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using System.Data.SqlClient;
SqlConnection connection = new SqlConnection(...);
connection.Open();

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I suggest that you get a GOOD book on ADO.Net, read it carefully (typing in all of the code, debugging every line, etc) to get a solid foundation.