Hi Madhu,
The connection string contains the information that the provider need to know to be able to establish a connection to the database or the data file.
For example; the provider needs the address to the server (or the path to the data file) to connect to. This parameter is often named "Server" or "Data Source". The value specified for this key in the connection string is passed on to the provider and this is how its possible for the provider to know where to connect.
hw can we get this provider and connectionstring for particular database wether its sql,oracle,r excel?
Refer the below link, you will get the complete list of connection strings for various databases.
http://www.connectionstrings.com/