how to create sql connection in VB.NET

Try

Dim con As New SqlConnection()
Dim cmd As New SqlCommand()

If you need help with connection strings, go to http://www.connectionstrings.com/[^]. You can pick up the right database you are looking for.

using cn as new sqlconnection(ConnectionString)
end using

or

dim cn as new sqlconnection("ConnectionString")

Have a read of this article it will show you how to make a connection to a SQL Server database. MSDN: Sqlconnection[^]

This article will show you how to execute a command against the database using sqlcommand MSDN: Sqlcommand[^]

first line on you vb write this code
imports system.data.sqlclient
privatesub then
dim con as newsqlconnection ("server=name of yor computer or (.);database =name of you database then semicolon; integrated security= true")
then conn.open()