An ArrayList is a type of collection, just in case you're wondering. You can't loop through it's elements that simply. You need to create an IEnumerable object if you want to enumerate through its elements.
It's called a message box. If you just want it to show when the page loads put that either in a script block that's fired in the body's onLoad event, or if you want to stick with ASP.NET place that code in the Page_Load event.
1. Visual Studio is better. Why? Because you pay for it.
2. You can use any database with an ODBC provider, including Access.
3. Anyone with a decent web browser will be able to access and use your web application.
You can't really label one language better than another. In your case both will do the job rather nicely.
If you want my biased opinion though, use ASP.NET.
Well, they do exist, but they're not supported directly by the Windows Form Designer found in the Visual Studio .NET IDE. There's nothing stopping you from adding an array manually.