I want to dynamically connect a database file(may be MS Access/SQL/Oracle). how can i do that?
To make it l'll simpler I want GUI through which user chooses a DBfile and connects backend.

You are asking for a lot of information. Here is a resource you can start with.
Connecting to Databases in ASP.NET

If you are looking for someone to give you the complete code, that's probably not going to happen. Start with the link, read more about connecting to DBs and post specific questions about help on a topic that you are stuck with.