These two methods will declare in Global.asax file as shown below

public class WebApiApplication : System.Web.HttpApplication
   {
       protected void Application_Start()
       {
          //Any Initializations of resources before calling any functionality
       }

       protected void Application_End()
       {
          //Release of resources before unloading the application
       }
   }

Application_Start() method is called when the first resource of the application is requested and it is called once for the application. There is no “user perspective” in this. Just load/create stuff needed for the application to function.

Similarly, Application_End() method is called only once, before the application is unloaded. Use it to dispose of resources.