I know the windows application, but i don't know how to integrate to my web application
There is no direct way to integrate a hardware device to a web application. Having a device integrated works good and with ease with a Winforms or WPF desktop application. Integrating with an ASP.NET application would be difficult.
You need a SDK for it, either a 3rd party or write your own!
Have a look at this:
Free cource code Fingerprint comparison[
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Look at this article:
Fingerprint Reader Integration using the M2SYS SDK[
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You can explore the following class:
MSDN: Biometrics Class[
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Also look at this:
C# wrapped Biometric API[
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UPDATE: Just a second thought, using Silverlight (if possible option) might help.