dhtmlXGrid MySQL to MSSQL

http://www.dhtmlx.com/blog/how-to-use-dhtmlxgrid-with-asp-net-mvc/

In this tutorial, they used mysql localhost. I want use mssql data but this explanation is not enough for me. It just says as below.

NOTE: You can also create a database on MS SQL Server. In this case, you will need to add connectionString in web.config manually

Can you give me more detail how to?