If you mean import the data, then I suggest to use Kentico Import Toolkit.
If you just want to display data from external database, then it depends on what your development model in Kentico CMS is.
Portal engine mode - mentioning the virtual paths for pages like Home.aspx suggests that you use portal engine development. In that case you don't need to write your own code. Use the SQL data source webpart with combination of a viewer webpart like repeater. You can also develop your own webpart to do what you want, see the documentation of how to create a webpart.
ASPX development mode - this mode allows you to leverage your existing knowledge of ASP.NET and write standard code in similar way how it is described in the article.
In situation you would truly need to edit portal engine templates in Visual Studio you need to deploy it from DB to file system. See this article.