I want to fetch the data from sql server into salesforce visual force page.Is there any specific approach for this?Please help me with this.
I've no personal experience of this, but Salesforce's External Objects mechanism is one approach. This allows an external table to be accessed in your org via largely the same SOQL API that your internal Salesforce objects (tables) are accessed by. I believe at present the access is read-only.
From a quick Google here is a blog post on the subject Creating a Salesforce External Data Source using an OData Service Created in .Net from Giovanni's Blog.