Website is asking to add app.config file, it is not taking connection string from web.config

Website is asking to add app.config file, it is not taking connection
string from web.config

I have project with 3 tier structure DataAccessLayer, BusinessLogicLayer
and Website.
In my DataAccessLayer I have used F# library project with connectionstring
accessing from app.config file
F# code - type dbSchema = SqlDataConnection<"","MyConnection"> let
connectionString =
System.Configuration.ConfigurationManager.ConnectionStrings.
["MyConnection"].ConnectionString
App.config code -
Now I have given the reference of this dll in website BusinessLogic and
Website project.
I am calling a function of BusinessLogicLayer to get data -
var MyDataList = BusinessLogic.GetAllData().ToList();
Now the issue is I website is searching connectionstring in app.config
file instead of web.config. I want it to take connectionstring from
web.config