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You don't *have* to configure that here. Instead, you should modify the GlobalSettings.aspx file and configure your connection string there. That's the easiest way. As an alternative, you could implement a IDatabaseConnectionProvider as discussed here and pull the connection string from your Azure configuration: https://doc.dynamicweb.com/forum/dynamicweb-9-0-upgrade-issues/dynamicweb-9-0-upgrade-issues/global-asax-in-dw9-connectionstring-in-webconfig

I have no issue getting the site to run.

Its the backup I have to set up with database in portal of azure - I need to specify a connection string thats set up in application settings in portal.

I just dont know what to enter in the above screenshot field of name and value

Oh, sorry, I misunderstood your question. Does this give you what you need? https://docs.microsoft.com/en-us/azure/app-service/web-sites-backup

Hi Imar,

I did find that before, but I am having issues with this:

"For a database to appear in this list, its connection string must exist in the Connection strings section of the Application settings page for your app."

And it is the connection string I need to fill out in the screenshot attached. I just dont know exactly how they want it.

Does the name matter? The value is that just the connectionstring to DB in globalsettings?

I guess the name doesn't matter. What I think happens here is that Azure backup is able to follow your app's connection strings to figure out what to backup. In your case, the web.config isn't used for the DW connection string. However, I guess there's nothing that prevents you from creating your own one. Just add it to web.config as instructed, provide a name, and maybe it just works?

Imar, it was me that made it harder than it was. I simply had to name it "something" - and then put a valid connectionstring in value. Case solved. 

I thought it was something different that needed done.

Ah, that makes sense,,,,;-)