display error message on label if data not in database

You shouldn't need to submit to server, if basic datavalidations failed. So 1st level of validation should be from client side. e.g. JQuery validation. Ref. https://www.c-sharpcorner.com/UploadFile/ee01e6/jquery-validation-with-Asp-Net-web-form/

 

On server side, you anyway to do validation depend on what framework you are using. e.g. for MVC, you use data annotations along with Model.IsValid checking. 

 

So 2 level of validations 1st on client side and then server.