For learning purpose, go through these:
For connection string: How to define a
Connection String[
^]!
Further info regarding the data communication can be read here:
Accessing data with ADO.NET[
^]
About how to make a project, pick any winforms application article from this very website and look at it:
Desktop development articles[
^]
Alternatively, you can use
CodeProject search[
^], select proper tag
(like VB in your case), if any keyword like 'VB application" or anything... run through them and pick the one you like.