I think you need to be clear on whether you are using asp or asp.net. The former has files that end with .asp, while the latter (the subject of this forum) ends with .aspx.
Ajax is (primarily) the use of the xmlhttprequest object in javascript to communicate asynchronously with the server. Since it's javascript, which runs in the client browser, it is framework independent, meaning that it will work just as well with .asp, .aspx, .php, .jsp and .cfm etc pages. Consequently, the server knows nothing about Ajax, because it doesn't need to.
Having said that, the ASP.NET development team have developed a bunch of server controls that are "Ajax-aware", meaning that a lot of the plumbing (javascript code) that you would have to do with other server-side frameworks (like classic asp) are not needed. The javascript is automatically written to the browser. In addition to that, people have written extensions to ASP.NET server controls that make them "Ajax-aware", which greatly simplifies Ajax development in ASP.NET sites. These are available free in the from of the Control Toolkit. This is freely available and being added to all the time.
There is very little support for classic asp and Ajax. By that, I mean there is no real community dedicated to providing ajax client libraries or tutorials. Of all the articles on my site, the 4th most read one, and the one that is more often found as a result of Google searches is a simple example of using Ajax in classic ASP: http://www.mikesdotnetting.com/Article.aspx?ArticleID=39. If people have to rely on me for their learning, that's a sad state of affairs.
On the other hand, with ASP.NET, there is a huge community supporting Ajax development. You can start with the Ajax link at the top of the page.
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