storing values from database into C# variable

You're going to always show the last, since you overwrite the label each time. You could do something like:

StringBuilder builder = new StringBuilder();
while(reader.Read())
{
    builder.Append(reader[0]);
    builder.Append(" ");
}
label7.Text = builder.ToString();

That will create one long string with all of the IDs appended on each other (and a trailing space). If you need to remove the trailing space, you could also just Trim the resulting string, as well:

builder.Remove(builder.Length-1, 1);
label7.Text = builder.ToString();

It is showing only one id because you are always overwriting label value:

label7.Text = Convert.ToString(emp_id);

You need to concatenate it:

SqlCommand cmd3 = new SqlCommand("Select emp_id from employee_attendance where site_id=8",conn); 
SqlDataReader reader = cmd3.ExecuteReader();
StringBuilder sb = new StringBuilder();

while(reader.Read())
{
    int emp_id =Convert.ToString(reader[0]));
    sb.Append(Convert.ToString(emp_id) + ", ");
}

label7.Text = sb.ToString();

This is because your next result overrides the previous. You can use something like a StringBuilder class to concatenate emp_id

var cmd3 = new SqlCommand(
    "Select emp_id from employee_attendance where site_id=8",conn); 
var reader = cmd3.ExecuteReader();
var sb = new StringBuilder();
while(reader.Read())
{
    int emp_id =Convert.ToString(reader[0]));
    sb.Append(emp_id + ", ");   
}
label7.Text = sb.ToString();

You are replacing the value in label7.Text every iteration of the loop, so it will only show you the last item. You can either concatenate the strings together as part of the loop if that suits your needs or find another way to represent it other than a label text.

This code overwrites both the id, and the label7 text.

while(reader.Read())
{
    int emp_id =Convert.ToString(reader[0]));
    label7.Text = Convert.ToString(emp_id);
}

To display both, append, the value to one or the other, like below.

label7.Text = "";
while(reader.Read())
{
    label7.Text += reader[0] += " ";
}