ahh, with great difficulty!
You would have to do a search for all web.config files on the machine, load
each one, look for wherever the connection string (if any) is stored (it
could be in appSettings, or it could be in the newer connectionStrings
section).
You would do this via XPATH, since each web.config is an XML Document.
It sounds like you want to "change" all the connection strings. Possibly if
you know what you are doing you can use one of those search and replace in
files utilities.
Hope that helps,
Peter