Add new Class Library project to the solution

Hi All

I'm in the process of building a test web application in asp.net core.

I want to connect the web app to a SQL express database using EF core.

My question is, is it best practice to add a new class library project to the solution and use this new project to connect to sql with EF and the reference my web app to this "data access layer".

Or is it fine just to connect to sql with EF straight from the web app? Many thanks in advance.