Change the strConn
variable. I'm guessing at the syntax but the docs are here.
strConn = "Provider=SQLOLEDB;Data Source='MySqlServer';Initial Catalog='MyDatabase';Integrated Security='SSPI;"
Note that SQL syntax between Access and SQL is different so you'll also need to adjust all your queries accordingly.
Since you have the connection string hard coded in your code then yes you'll need to rebuild it but I don't think Visual Studio supports ASP anymore. That is several decades old code. It does support ASPX which has far better support but that would be a huge change to transition from Classic ASP to ASPX.
But the other thing I'm wondering about is Expression Web. The only context I've heard of the product for is ASPX so mentioning ASP is odd.