Ideally you would want to use Dependency Injection for this. In it's basic form you can inject your database context into the controller constructor. That way you won't have to create new instances of the context in all of your controllers/actions etc..
A great example of doing this can be found here:
ASP.NET MVC 4 Dependency Injection - Hands On Lab
It basically helps separate any direct access to your data logic from the controllers/actions - which is super important should you need to change your method of data storage etc..