connect to the database

hello depending on which databse you wona connect , but this is a sample code for connecting to sql :

Imports System.Data.SqlClient
Public Class Form1 Inherits System.Windows.Forms.Form
Dim myConnection As SqlConnection
Dim myCommand As SqlCommand
Dim dr As New SqlDataReader()
'declaring the objects
Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs)_
Handles MyBase.Load
myConnection = New SqlConnection("server=localhost;uid=sa;pwd=;database=pubs")
'establishing connection. you need to provide password for sql server
Try
myConnection.Open()
'opening the connection
myCommand = New SqlCommand("Select * from discounts", myConnection)
'executing the command and assigning it to connection 
dr = myCommand.ExecuteReader()
While dr.Read()
'reading from the datareader
MessageBox.Show("discounttype" & dr(0).ToString())
MessageBox.Show("stor_id" & dr(1).ToString())
MessageBox.Show("lowqty" & dr(2).ToString())
MessageBox.Show("highqty" & dr(3).ToString())
MessageBox.Show("discount" & dr(4).ToString())
'displaying the data from the table
End While
dr.Close()
myConnection.Close()
Catch e As Exception
End Try
End Sub
End Class  

The above code displays records from discounts table in MessageBoxes. 
Retrieving records with a Console Application 
Imports System.Data.SqlClient
Imports System.Console
Module Module1
Dim myConnection As SqlConnection
Dim myCommand As SqlCommand
Dim dr As SqlDataReader
Sub Main()
Try
myConnection = New SqlConnection("server=localhost;uid=sa;pwd=;database=pubs")
'you need to provide password for sql server
myConnection.Open()
myCommand = New SqlCommand("Select * from discounts", myConnection)
dr = myCommand.ExecuteReader
Do
While dr.Read()
WriteLine(dr(0))
WriteLine(dr(1))
WriteLine(dr(2))
WriteLine(dr(3))
WriteLine(dr(4))
' writing to console
End While
Loop While dr.NextResult()
Catch
End Try
dr.Close()
myConnection.Close()
End Sub
End Module  

and here are more details :
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regards...