You can't use a connection string in the same way you can with an ado.net connection. However, you can certainly use values from the web.config to specify the connection info. Create an instance of the ConnectionInfo class and set the ServerName, DatabaseName, UserID, and Password properties. Then attach it to each of the tables in the report:
ConnectionInfo reportConnectionInfo = new ConnectionInfo();
reportConnectionInfo.ServerName = ConfigurationManager.AppSetting["ServerName"];
reportConnectionInfo.DatabaseName = ...;
reportConnectionInfo.UserID = ...;
reportConnectionInfo.Password = ...;
foreach (Table table in reportDocument.Database.Tables) {
table.LogOnInfo.ConnectionInfo = reportConnectionInfo;
}
If you try to use this suggestion, beware of my sloppy typing...